On the one hand - you're correct that "an apprentice with a grinder and a file" could not possibly produce a modern-era artillery shell. They're just too complex.
But OTOH - nobody forges, molds, machines, etc. an artillery shell body with the HE filler already in place. Same as nobody molds plastic or glass milk bottles with the milk already inside.
The reason for the "grinder and a file" metaphor was because that's roughly the tech level at which Khyber Pass guns are made. Now I wouldn't necessarily put a +P load through them, but the better ones are reasonably functional.
Also, how do you think the DPRK makes it shells? :-).
But OTOH - nobody forges, molds, machines, etc. an artillery shell body with the HE filler already in place. Same as nobody molds plastic or glass milk bottles with the milk already inside.