Unless you need a large number of shunts I would recommend to buy one. 200mV is an unusual value for a shunt. 60mV is the most common value, but I guess any manufacturer offering 60mV shunts will be able to supply one for 200mV. If the current you need is below 20 A you may find standard resistors suitable for that application.
The standard method for manufacturing shunts (up to 15000 A) is to braze rods of resistive alloys (with low TC) between two copper busbars. Later the shunt is calibrated to the nominal value by removing some of the resistive material e.g. by milling.