Re central versus peripheral clamps, if the smokebox door was at all warped, clamps around the edge would reduce leakage, improve the smokebox vacuum and improve the steaming that way. Peripheral clamps take longer to release and do up, but make access to the smokebox easier. It probably comes down to the size of the door, how much effort goes into making a good casting in the first place and how much effort is put into truing it up. Both were used on British railways in the nineteenth century, often in combination, but central clamping seemed to win out in the end.
Smokebox door turning. Mike's method is fine if you are happy with an impression of the profile curvature, but if you want it dimensionally accurate one of the other methods described here is required, with all the prep work that that needs. I'm not making a judgment here, it's an individual decision.
In G3 I would make the handles by turning the "handle" part to drawing. For the boss, drill the central hole in the lathe then drill a perpendicular hole part way through for the handle. Back on the lathe, finish the outside profile of the boss. Solder the handle in place. Soft solder is sufficient for most purposes, but hard solder if you are making a live steam model or intend frequently to show your friends how your smokebox door opens. Then back in the lathe and part off, being careful to avoid the handle wizzing round.
Nick