The most simple press: 2 steel bolts and a nut.
Take bolt 1, twist nut on 1 turn. Fill the remainder of the nut with dust and screw in the 2nd bolt on top. Twist, then remove and add more dust, then twist, then remove, add more dust...add, twist remove. If you press up just the first nut load the resulting puck will be so thin you won't be able to handle it, it'll just crumble. When you think it's about full, after re-loading and reloading. Hit it with some heat like a heat gun or a hair dryer. Heat, then twist, heat then twist. This will help meld the crystals together and you'll end up with pucks similar to mine. To get the pucks out of the nut, again using heat, twist the bolt all the way through and it'll push the puck out.
HINT : Line the inside of the nut with greaseproof/baking paper. Stops the puck from sticking to the bolt ends.
Now, there's also the real old skool method too.
Take your dust and put it into the clear plastic cellophane wrapper from a ciggie packet, seal it with sticky tape.
Then wrap the cellophane in newspaper and saturate the newspaper. Then whack it in an oven at around 120C
Leave it for 10 minutes. Pull it out of the oven and roll it with a rolling pin (or a glass bottle), melding it all together.
This method I used many, many years ago.
P.S. Go have a look at Youtube. I just found a 'how-to' video with this method.