Allen,
You can do what Bill from NH said about making that U bend and then use a piece of brass tubing to connect the two pieces. After it's soldered just grind the bottom of the tubing off so the wires lay flat. It would make the solder joint stronger.
Use some sort of wheel blank to make sure the axle is perfectly horizontal to the jig, don't trust that the bracket is perfect. You can use old gears for wheel blanks if you don't have any.
If you think you are going to do a lot of scratch building get yourself a set of these pliers.
http://www.micromark.com/metal-forming- ... ,7068.html The one at the top of the picture really makes bending piano wire easy.