If you’ve got the equipment and the bullet components and know how much powder to load, it’s fairly straight forward.Bullet casings can be reloaded at home I believe.
I'm getting this from TV/movies though so no idea how easy it is.
That said, what Nucks says here is the answer to that...
Yes, you can create your own ammo. However, this could be controlled by regulating the sale of the primer (percussion caps). Most DIY ammo guys, are buying all the components and then using a press to make it, this isn't difficult. If you prevent them from buying the primer, then it makes it significantly more difficult to make. Not impossible obviously, but the barrier to entry is much higher.