I think a lot depends on whether you already own the required tools and whether you are going to get any further use from those tools. By the time you have bought saw, files and sandpaper it might actually be cheaper to have them made professionally. If you are prepared to 'mess around' with this stuff, make mistakes, spend time and some money then the solution is obvious. There are a lot of people who can't be bothered though.
For each to decide for themselves. Professional luthier tools not required to make a saddle or nut except for the slots. Even then, many make them using alternative methods, most of which have demos on youtube. The OP already has the wood. It's the setup that's tricky, but it's not clear if they are replacing the original ones which would serve as a "model".....lots of tools for small wood crafts, of which there are many (modeling, doll houses, pen making, etc., will work well. There are special blades available for inexpensive coping saws and hack saws that would work well. Most people at least know someone who has and is reasonably proficient with a scroll or band saw.
Case in point (and maybe I'm preaching to the choir here...):
A few yrs ago, I bought a block of Rosewood from StewMac on clearance for like $5 that was sold as a 'blank' to make a single acoustic guitar bridge, and the piece was about 8" long by 3.5" wide by 1" thick.
Using a mitre box and it's included saw that I bought MANY yrs ago for like $12, I've been shaving off slivers to use as saddle and nut blanks. Once I cut off a sliver, I then cut that IN HALF again (along it's length, so I get two half-inch tall pieces for 2 saddle blanks or two nut blanks) using the mitre box, and then using various files, emery boards and sandpaper, manually and painstakingly create either a nut or saddle as needed.
I use the mitre box because
a) it holds the wood perfectly still, and
b) it allows me to make a perfectly straight and flat cut that is impossible to do free-hand, and
c) works well enough to save me from having to build some kind of jig
I've found that half of a hacksaw blade works great for cutting the initial nut slots, which I then customize further with a $6 set of welding tip cleaners that I got off Amazon.
Sure the first couple tries ended up in the scrap box, but now it 'only' takes me about an hour to make a single saddle or single nut that is 'perfect' for the intended instrument.
Why do I do this? Bone is a PITA to work with and file FOREVER to me, and this block of Rosewood I got from StewMac so far has yielded me about a dozen useful cuts of wood and there is still more than half of it left...
Would I do this for MONEY? Nope. It is what I do when I cannot sleep and am restless, and using hand tools lets me work in the middle of the night without waking anyone else.
Plus, like Phil and Michael N. above, I discovered that I really like the sound of Rosewood as opposed to bone, as it seems to lend a more 'woody' or earthy tone, but it can be quite brittle when it is down to 1/8" thick (yep, snapped a piece or two while holding it in my fingers and sanding it)...
So I mention this because I cannot imagine that a luthier is going to charge you less than $100 each for each piece you want made. Not only is it for their time, their knowledge but ALSO to pay off the investment in training, as well as the investment in tools, and you will still have to tweak whatever parts you get to fit perfectly and to intonate perfectly...
So why not just do the work yourself?
Sure you can invest more money in tools, but for me to spend $150+ for the complete set of nut files on Stewmac seems really pointless when I can quite easily (and infrequently) use other cheaper items.
I'm not doing this professionally nor intend to, but for that I'd think that one might consider more durable, and more precisely crafted tools such as those from Stewmac, LMI or Harbor Freight...
