I had the bottles themselves pointing at all different angles too. You must remember that not all wine bottles have the same neck sizes, lengths, centers of gravity etc. There are roughly 3 size classes that you can coverand catch about 95% of all wine bottles.
I am grabbibg these numbers out of air based on my own experience. They are simple to make but remember nothing is quick and easy in woodworking. The finish takes alot longer than making the holders - I used lacquer because it was forgiving, quick to recoat, and has a flawless finish.
I would rip to width my blank stock. Plane it, cut them to length on the miter, run them over the round over bit in the router table, drill the holes then round those with a smaller round over with a bearing bit, and then sand. I preferred the softer look of the rounded holes as opposed to the simple holes with a hard edge.
Finish to suit and serve with food. Wine compliments of course.