Inductors and other wound components can be made and modified with simple technology. Other components need far more complicated equipment to make something that is anywhere near equivalent to what can be bought.
I've made or modified a lot of inductors and transformers. It's quite easy to add a few turns to add a low voltage winding to a transformer, or to add a few volts to a higher voltage winding. On a buck converter, an output at an additional voltage can be added with a few turns and a schottky diode, and with an unsheilded inductor, it's quite easy to add the extra turns.
I've made current transformers from a small transformer, by cutting away the secondary, and putting a single turn in its places as the new primary, with the old 230 V primary as the low current secondary.
I rewound a relay to make it current-operated rather than voltage operated.
While making components is generally difficult, components can be used in interesting ways. The old germanium transistor, the OC71, was often used as a photo transistor by scraping the paint off. LEDs are generally photo-sensitive, are occasionally used as a light sensor.