It's surprisingly hard to find an answer to this. One book I found referenced a method wherein one would simply mix (with a mortar I assume?) equal (another source said 40:60) portions of Al2O3 and KF and that's it.
In Bull. Chem. Soc. Jpn., 1983, 56, 1885-1886 (PDF), the authors (Takashi Ando and coworkers) give the following method:
Alumina (30 g, neutral alumina, type 90 for column chromatography, activity I, 70-230 mesh, Merck Jpn.) was mixed with $\ce{KF}$ (20 g) in 200 mL of water and the water was removed at 50-60 °C in a rotary evaporator. The impregnated alumina was then dried in a vacuum drying oven at 75 °C for several hours.
In another publication, J. Chem. Soc., Perkin Trans 2, 1986, 1133-1139, by the same main author, which focuses on the properties of the $\ce{KF}/\ce{Al2O3}$ system, a "dry preparation" by grinding $\ce{KF}$ and $\ce{Al2O3}$ under a nitrogen atmosphere is mentioned.