I've heard of people using aluminum cans. You could probably cut the larger holes with a utility knife. If I was planing in making many of them for the smaller holes I would drill the end of a deep well socket the same OD as the desired hole going slow so as to not heat the metal letting it retain it's hardness. Then dress it up a little to have a nice sharp hole punch. For thicker material I would try sandwiching it between plywood and use a fine hole saw and drill bits. A Dremel should work for the outer edges. Just a guess, but this would be my first approaches. Truth is that I just buy the copper ones in bulk. There are so many thicknesses available now and the material is much better.
I'm with gary on this one. I just buy the copper gaskets. They are available from BMW in different thicknesses. Base gaskets are also available in different thicknesses too.