Making your own OmniGraffle stencil is nothing more than creating any other diagram.
Start by either using the File | New Resource | New Stencil menu command, or using the Action button found in the Stencil palette and execute the New Stencil command.
This will give you a new blank canvas. Notice that the title of the canvas contains the word Stencil.
Let's drag and drop shapes from other stencils so that we have our own Favorite Shapes stencil. This can be used to keep your often-used shapes.
Take the happy looking piggy bank from the Cash Flow stencil we used earlier, a few of the shapes in the Connection stencil (found ...