By cutting a groove and keeping the spokes flat on the ends, you don't have assembly problems. You would put the spokes into the hub first, then fit the outside, segment by segment, over the ends of the spokes. By keeping the ends flat, you get a large glue surface. You would need a jig to keep the hub centered and the spokes all rediating from dead center on the hub. I would take a good home-made jig to do that. No need for a CNC. If you want round spokes, keep the ends square and use a quarter round bit to roung them using stops to keep the ends flat. If you want the groove filled in, cut a strip of wood to fit and drop in segments. Will look solid. Cutting individual mortises for each spoke requires such an exacting and time consuming effort that it is prohibitive.
The more I do, the less I accomplish.