If you start with green wood, you may be able simply use heat to bend it.  I've seen videos where they actually hold it over a flame and then bend it around a bending block of the right diameter and wrap some wire around it to hold it in place.  Places that mass produce them, often soak the wood in hot water for a day or two first.  They may then put it into a steam chamber to get it hot and clamp it around a form.  You have to sort of over bend it because with steam/heat bending you get some spring back.  

I made my steam chamber out of a 5' piece of 6" (5"?) metal duct.  I use a wall paper steamer as my steam generator and simply run the hose into the middle of the duct from one end.  I put a couple of wood blocks to elevate the piece of wood so that the steam can reach all sides.  I simply stuff some old towels in each end to hold the steam in and I usually drape some towels over the duct to act as insulation but if you get a double wall duct designed as a flue, that may provide better heat retention.  Note it is not the steam as much as the heat that makes the wood bendable.  Moisture helps but it is the heat the loosens up the lignin to make it bendable.  When you take the piece out of the chamber, you have to work fast.  It will begin to cool off fast and if you do not get it bent quickly, you may have to start over.  

--Nathan, TX. Hire the lazy man. He may not do as much work but that's because he will find a better way.