You could buy bar stock and turn them on a small lathe real easy.
That idea has occurred to me. What I wonder about, is how much effort it would take to make consistent bullets.
No doubt if you want to spend plenty of time with a micrometer and being careful, you could do it though.
But the time burn would probably make just buying the Barnes bullets reasonable at that point.
I guess if one got luck and round copper stock of the right size were available, just creating a tool to grind the points and possibly a hollow base might actually work. No doubt recreating a the Barnes type hollow point would be somewhat more iffy.
Suffice to say, seems like handworking each bullet that way would be time consuming. Just sticking with a good lead mold probably is the easiest thing to do. Could be an interesting experiment though, to be sure.