I do and find it very enjoyable and rewarding; but then I relaod 16 differnt metalic cartridges and wouldn't think of buying anything but rimfire ammo.
I use Golt Tim Lazer II shafts, add 110 gr brass inserts, aluminum nocks and 2" Blazer vanes offset 4 degrees. First I spray the back 7" of each bolt with White lacquer and overspray about the first 2" with a florescent paint that matches my vanes. I find that this makes the vanes much easier to glue on and remove when re fletching. And it makes the bolts much more visible in flight. Moreover, it adds only 1 grain to the rear of the bolt. That plus the brass inserts gives me a 20% FOC (weight forward of center ratio). Tipped with 100 gr Slick Tricks Magnums these bolts fly like darts, are extremely accurate and hit to the same point on target as field tips of comperable weight.
I'ts not that difficults and lots of fun for me. I'm retired so time isn't an issue but would do it if I were still working. I get a kick out of making things and making things work. Using the bolts (and ammo) I make for hunting is a real plus. Also make my own strings, re serve them and have made bow press as well as string stretcher out of a discarded weight lifting bench.
Holler if you need help.