I made this custom two-sided final for a tall lamp. It's built from polymer clay and faux cabochon gems. I wanted a sort of sun/moon look so I built each side as a medallion. However, more interesting, sculptural pieces are certainly possible.
First, I took the old finial to the hardware store where I found a bolt that fit inside it. I didn't need to buy the bolt but used it to find a threaded insert into which it could fit. This steel insert cost about a dollar. It's meant to be hammered into wood. There are styles with outside threading that is intended to be screwed into wood. However, I liked the fatter base and sturdy prongs of this hammer-in style.
Then I built the clay around it. I should have taken more pictures to show what I did. It was simple enough to cover the insert and then build-up the piece in layers. In this case, I covered it and shaped the top into a flat disk. Then I built medallions to fit the disk and added those on a second and third firing.