You could certainly sculpt them yourself, and if you start, practice and keep at it, you may find that you can get pretty good at it.
You mentioned baking modeling clay. If you want to bake the piece, ie, use heat to cure it, may I suggest that you try Sculpey? It's a sculpting medium that is intended to be baked to cure it. A lot of folks use it.
You could also try 2-part epoxy putties made for sculpting, such as Aves A&B, or Miliput. They come as a putty and a catalyst. You mix equal parts till blended, which takes a couple minutes of kneading with your fingers, and then sculpt your piece. They will cure with time, to a rock-hard finish.
I have all three of those products, and use them, depending on my mood, and the subject. For example, if I'm working on a figure and I want to sculpt some additional detail, I won't use Sculpey, since it has to be baked.
There are other products, too, available depending on where you're located. Green Stuff is another putty, and there are some available in Germany, but their brand names escape me.
It is a good idea to wear rubber gloves, though, with any of these putties. Some folks do show an allergic reaction to them, over time.
Hope that helps, best regards,
Brad