I looked into this in detail a couple of years back, and yeah, you could make your own but its a huge amount of effort. The various switches and panels in the centre console mount at different points to make room for double din in the current radio slot and its not easy to relocate it all and get it square. Not impossible though.
I'm sure that you can get these parts now relatively cheap by searching the internet for sites specialising in parts for these cars, but to do it properly it isn't going to be a matter of 20-30 quid!! Breakers yards might have something from an A3/S3 or Leon if you're lucky and you'll need all the trim surrounds too.