If I may,
Build a building, $20-100k, buy a CNC machine capable of doing the work, $40k (easily), pay another $3k to get power to it, buy a computer and software to program it, $3-7k, go to school to learn how to use it (might come with the software, might not!), OR, pay someone to program it for you and hope they know what they are doing, many don't! Then you buy the material to make it, it changes weekly in price, buy the tooling for the machine to make it, can easily add up to $1k or more, then either pay someone to run the CNC, or run it yourself, but either one will want to make something for doing it!
No, this can't produce thousands per min., you might get 30 an hour, depending on materials used, the tooling used and how close you want to try and hold the tolerances.
I know it sounds really easy, I go to the local machine shop and whip out things off and on as I need, but how many have that fortune? There is a lot more overhead than many think. The Chinese pull this off because the shop around for prices with shops already equipped and making thousands of other parts, that get to them when they get to them and make huge batches at a time. Then they pay someone little to nothing to make them.
Enjoy the cheap stuff while you can get it, market globalization is coming soon and the cost of living in China is getting ready to go up. Remember when Japan was know for it's cheap junk? Look at what you pay for their goods now! Sony being a prime example!