If you look at the first pic in Waynes article about plastic moulding, he has all the parts for the octahedron. http://www.twistymegasite.com/puzzle-plastics.asp
The "cube" part is the kernal, as you can see it is different from a rubik cube spider.
I am casting a rhombicuboctahedron at the moment, this has a cube spider in but its has slightly longer and thicker arms than a regular one. I don't want to use the one from the puzzle so I have cast my own.
I did it with a 2 part mould, one leg vertical and half of 4 other legs horizontally in each half of the mould. This means I have to drill the holes after it comes out the mould. Before I made the mould I filled the holes on the original with plasticine, just leaving a small dimple. I can use this dimple to centre the drill when I make the holes.
The screws I have used are from a regular cube, they have a very open thread. They self tap the plastic as you screw them in the first time. I am slightly worried about the strength (to hold the screws in). It is cast with polyurethane.
I'm not sure how you would cast a 4 armed spider, that might want a four part mould. But good silicone is very flexible. You might be able to cast one with one arm vertical and three down at an angle. Then remove the piece by stretching the bottom of the mould over each of the arms one at a time.