Wow, longtime lurker! Welcome to your first post!
Expensive? That's not the term I would use. I
have this kneeboard and though quite pricy for something that does a simple task, well, I kinda forgot about the pricing after my 3rd flight.
If you want to make your own, probably a bulldog clip, a thick-enough plywood or MDF, and an elastic strap with velcro. The board has to be thick enough that it does not bend when you attach it with the strap to your leg. Holes on either side of the board for the strap to go through. For the tools needed to make one, I bet you'll spend more than £20 though.