Comment by alfalfasprout

Very hard. And it comes at an outrageous price. Independent watchmakers usually go one of four routes:

1) Source a movement from a big manufacturer (eg; ETA/Valjoux or a japanese/chinese movement) and use it as is but design the case/dial yourself 2) (1) but modify the movement adding functionality, replacing parts, or refinishing it to your own standard 3) Designing a custom movement around specialty movement parts from a supplier like Jaeger LeCoultre. They make some of the trickier parts (gears, balance springs). They can also manufacture special parts on a swiss screw machine. 4) Going through a bespoke movement maker like agenhor. You tell them what you want and they have both the machinery to make many custom parts and source the rest from elsewhere. They also provide movement design expertise.

Actually machining the watch parts isn't the hard part... the tricky part comes in things like hairsprings and escapements which are made from sometimes exotic materials like silicon. Some tiny watch parts are made using electrical discharge machining which costs $$$$$$$$ as well.