Yes I've built a few, I don't really have time to write a ton right now but I'd say there are some decent sized capital expenses associated with tooling (mostly building/buying a press and use of CNC machine to make precise molds and jigs) as well as a learning curve for designing and building skis that don't suck. But, if you are committed, decently skilled, have the space to build, you can build some cool stuff. Oh, the other thing is materials can be somewhat hard to source if you want anything non-standard, like extra thick edges and bases or fancy composites and core materials. If you are only trying to do a few skis, I'd see if there are any maker spaces or friends you have with CNC machines to help keep costs low. Also, being or knowing a welder can help to build a really solid press.
There are a handful of forums for people who have built skis, skibuilders is the main one, I think there is an old one on NS as well, if I remember correctly the ON3P founder used to be regularly post on there years ago.
Building skis is a big commitment if you want to do it well, but it is definitely doable, and there is nothing like skiing your own ski. I would say go in with the goal of building, bare minimum maybe 5 pairs, or don't do it at all. Your first ski probably won't be great. You won't really save money unless you build a ton of skis btw, you are looking at maybe $400-500 in materials per ski plus tooling (press and CNC can be thousands) plus a "factory" initial tune (edge bevel, base grind, trust me you cannot afford the machine for this) plus quite a bit of your own labor.
If you're committed to it though, do it! My advice is learn every step of the building process start pricing out the tools you need. Add in a little extra budget for unknowns. If you are happy with your cost estimate, get building and keep us updated, always love to see the home builds, small companies, and just unique stuff.