Here are some more lego bricks and how they were created:

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Using bevel, inset and extrude I created the round part:

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And then I connected it to the brick by dragging some vertices.

For this Lego brick I just used inset and extrude to create a hole in the stud.

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To create the next Lego part I started with a tube with the following parameters:

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I then used extrude, chamfer and mirror to create the finished part.

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