A method of making flechettes employing the use of a progressive die which forms (a) wire that results in the flechette, and (b) strip material that results in a carrier for the finished flechettes. The carrier, which is a bandolier apparatus, is used for progressing the flechette through the progressive die at various forming stations. After forming of the flechette in the die is complete, the final flechette can be severed from the bandolier, or the flechette can remain intact with the bandolier for post-forming operations, such as coating/finishing. The bandolier is thus a novel approach to transporting the flechettes in both forming and post-forming processing.