There are two kinds you are likely to be able to make - foil and fine wire.
For thin film you will need either a laser etching system to ablate the strain gauge material from an insulating layer it is bonded to or a photo-etch system. Photo-etch requires a 1:1 image of the strain gauge for a contact print.
See:
my 2c ... making these things is so finicky and so detailed and so prone to error that any DIY strain gauge would be "useless". Your time would be better spent in understanding the theory of a strain gauge rather than trying to build one. Last time I looked there was plenty of references around about strain gauge design.
"Wir hoffen, dass dieses Mal alles gut gehen wird!"
General Paulus, Nov 1942, outside Stalingrad after the launch of Operation Uranus.