When I was a kid we rebuilt a Renault Dauphine and later when I raced motorcycles, we made many of our own gaskets. It is pretty hard to do well. Gasket material was not all that cheap so we would ''prototype'' a gasket out of shirt cardboards (do dry cleaners still put cardboard in folded shirts), dry assemble the part and often have to make two or three protypes before making a final good one. It greatly added to the time that we spent on the project in making patterns, cutting them out, test fitting them and remaking the ones that did not work out.
There are some gaskets like the head gaskets that are inadvisable to make (especially on a diesel)and others that you must buy because of a special material or shape. There are some pieces that rely on a proper gasket thickness to work properly. Diesel injector pump
gaskets are one of those.
I would think that the savings would be too small to be worth the risk of completely lunching the engine and having to start over again.