In reply to alex.youngman:
Screw-on holds are likely to be your best bet, bought or just blocks of cut/sanded wood, bolt-on holds will probably just spin and crack plus coach bolts will do a fair bit of damage to your trees and will need modification at the head end to fit into the holds. Whatever you do you'll need to ensure the holds sit against a flat surface or they'll crack as the screws pull in. Easiest way is to cast something like P38 car body filler between hold and bark (parcel tape the tree/hold to prevent filler sticking while it cures). Even once you've done that the screws may harm the tree and the holds will almost certainly harm the bark. All in all it seems like a pretty poor idea, you'd be better building a simple board.
jk