most molds are made of aluminum so you need a solid chunk to cut in half then drill out the areas until you get the size and shape you are happy with. you have to melt enough lead to pour it all at once and that's a lot of work and dangerous fooling around with pouring that much lead.
the anchors you buy are way too cheap to make making your own worth the effort IMO.
take a look at tome of these you can buy that might fit what you are looking for:
http://www.ebay.com/bhp/5-lb-anchor