[xypage]

Key caps have lower tolerances than the rest of the board, and the slot for the stems is a very small (the whole cross is 4.1mm wide with the "arms" of it being 1.17mm [1]) negative space, which 3d printing isn't great at. It's certainly possible and I know Zach Freedman [2] did this using his publicly available/free mx keycap model [3], but honestly unless you're more committed to having a board totally made by you than having one that sounds/looks good (which is totally reasonable, making one just to be able to build one from scratch yourself is something I want to do too), I'd say buy some.

1: https://www.cherrymx.de/en/dev.html 2: https://youtu.be/yYcNi9hKxDk?t=688 3: https://thangs.com/designer/ZackFreedman/3d-model/KeyV2%20G2...