I've seen people build one-of-a-kind custom electronics for themselves. There are PCB manufacturers that specialize on small orders with no setup costs (I think you can get as little as 3 copies?) and you can 3D print or laser cut the case if you need one.

Though the thing that does stick out to me as a software engineer is that you need parts and thus can't iterate on your ideas nearly as quickly. You can't just pull in a library or something, you have to order a part and wait for it to physically get to you. And the cost of any mistake is in actual real money because wiring something incorrectly can destroy things.