There's no way that you could afford to do this (correctly) yourself. It would be a massive investment in equipment. This is best left for industrial companies.
I have a few companies that I've discussed producing some tungsten jig heads for me. They currently manufacture weights and they can (potentially) manufacture your weights as well (at least they were willing to manufacture my jig heads). One thing you need to know about tungsten, compared to lead, the molds are very expensive ($2K+).
Send me a PM if you want to discuss some more.