I make my own with the Pat Marlin's tool. I use aluminum roof flashing that I buy from the building supply store. My roll of flashing cost me about $8.00 and I figgure that it will last for several thousand 30 caliber checks. Punching out the disks is a little obnoxious, but I just make a couple of dozen at a time as I need them. I keep an old RCBS press right next to my lube maching just for punching gas checks.
All of my loads seem accurate, and I'm not too worried about any "oxidation" because I figgure that is the least of my concerns. The aluminum is so much softer than copper that there is little chance of it ever damaging the bore. All the gas check is for is to protect the base of the bullet from the hot gas generated by the burning powder, and the aluminum does this nicely. Since my flashing is a little thinner than recommended, the checks look a little like tiny bottle caps, but that doesn't matter.
With the price of gas checks up around $38/K, it will not take long to pay for the check maker, which is about $80 or so.