The BOM shows where to get the off-the-shelf parts (Misumi, McMaster-Carr). If you read the blog entry linked from the description of the adapter, it says that the white plastic parts were 3-D printed at Ponoko. You have the STEP file, you should be good to go. The blue parts are machined out of 1/2" thick HDPE. There's a separate drawing of the
blue parts, although you may want to check the STEP file to make sure they did not change since then. A Shapeoko owner could mill those for you out of a thick cutting board.