Another way is to make two close rails of heavy short wire from a mains cable and solder it so it bridges them. The rails can be soldered onto a fibreglass PCB first. And you might best solder two thin wires to it at the same solder points too, so the heavy ones carry the current but the voltage sensing is done through the thin ones so that changes in current don't affect the sense resistance itself as well as the voltage across it.
EDIT:
What I mean is, if you have a very low sense resistance, the heavy copper wires become part of it, so for accuracy, take thin ones to the business end to do the actual sensing.