Q. Would it be feasible to make a planet out of asteroids taken from the solar system?
A. No, not really. Unless you want it to be, then yes.
I'll be honest, that answer sounds like cheeting, and it is; but I have a very good reason for saying it.
First some background: As others have mentioned, it would be physically and financially difficult to undertake such a project. For reference, we can consider the cost it took to build the Death Star in Star Wars.
People have estimated that it would have taken a literally-galactic sized economy to build the Death Star. 710
(We’re talking about 11 thousand times the GDP of our entire plant; just to procure the steel needed to build its hull. And the other costs grow increasingly from there.)
Here is a great video on this subject, which provides an understanding of the costs and unexpected factors involved in building such a large object: Film Theory: Luke SHOULDN'T Destroy The Death Star (Star Wars) (Warning: This youtuber is very interesting, so be careful not to get sucked into watching video after video after video...)
So based on this, it’s clearly not possible for one planet to manufacture a Death Star—and keep in mind, the first Death Star was about 150 times smaller in volume than the planet you are proposing.
So wait. Why then did I say it's possible? How can this be?
Well, it’s entirely because of ✨World Building✨
If you choose to pursue a Hard World Building narrative structure, then producing a man-made planet becomes a hard problem to tackle. However, if instead you pursue a Sort World Building narrative structure, then you’re only limited by your imagination and the story you want to tell.
To get an idea for how Hard and Soft world building are different, I would highly recommend this youtube video: It is (in my opinion) an absolutely eye-opening experience for an author/world-builder: Hard Worldbuilding vs. Soft Worldbuilding / A Study of Studio Ghibli
So in short, yes, you can choose to get hung up on the logistics of building a planet, OR you can completely omit that detail and instead choose to focus on the character-driven story which takes place on that man-made planet.
Good luck! 199