I thought it was going to be about making the powdered iron at home. Fun article nonetheless.

You can, but the results will be messy and sub-optimal compared to industrially produced cores.

I've done it for an inductor for which there wasn't a ready made core. It left me with something that sort-of worked but the grade was much lower than even the poorest commercial grade. To improve on that I would have had to invest a lot of money.

Here is an overview of the steps in commercial ferrite core production:

https://www.powerelectronicstalks.com/2018/11/ferrite-core-m...

Edit: Oh, and the way I did it: take a thermally resistant resin with low shrinkage on curing and load it with as much iron powder as it will take before it starts clumping, pour into mold, let it set and then press it out of the mold.