Anyone who's capable enough to obtain couple "dead" tactical warheads is also apriori capable enough to disassemble them and then build his own "live" warhead using fission matherial from those "dead" warheads. Not personally, of course, - we talk people with enough influence to afford corresponding specialists to work for them on such a task. Design of simple fission warhead is not a secret, and corresponding calculations are not a secret either. Amount of fission matherial sufficient to cause runaway nuclear reaction (explosion) - is known precisely. The largest difficulty would be to design and build proper vessel for joining two halves of fission matherial together using conventional explosives, but that's something which great many thousands engineers of all kinds are able to do quite very well.
But if we talk what's most effective in killing people during terror attacks, in practice, - then it's no kind of nuke, dirty or regular. Efficiency is not only about brute force and immediate effect. If you talk "effective", then most efficient method of terror at present time remains conventional weaponry and transportation - and terrorists keep using exactly that. Because:
- if they start to blow up nukes, then massive infrastructure and "assets" collateral damage will force powers that be to start actual war against such terrorists. They won't last any much after that - and they know it;
- for a price / effort of making, transporting and detonating a single nuke, probably many dozens, if not hundreds, of "usual" terror acts (involving suicidal bombers and such) could be made, each having big psychological impact in cities they happen in, also adding to "collateral" psychological impact globally;
- using conventional means of terror allows terrorist organizations to function in much more discrete manner: instead of relatively large groups of people who must cooperate to make any "nuclear terror act" possible, small groups and even individuals, a.k.a. "lone wolves", can do.
I guess this is why largest concern about "rogue" usage of nuclear weaponry remains with certain relatively small countries which have certain "self-righteous" kinds of regimes. Pakistan and Iran, primarily, i'd say - while there are many rational specialists there who know they must never use nukes, there are also many proper religious fanatics, and in certain circumstances they may end up launching their nukes offensively. Perhaps same can also be said about US, after all, generations of its politicians and generals are largely grown with ideas of undisputable superiority of United States. Could it be that at some moment certain clique of extreme US nationalists will gain full control of US nuclear weapons - either globally or at least in some region? I wouldn't exclude this possibility.
Not North Korea though, - afaik, their "commie" ideology is only a shell, while elites of North Korea are very much pragmatic and capitalistic to the bone, which is why they will only use nukes as a means to prevent attacks into their soil, i.e. defensively. Unless they are massively attacked 1st, that is.