There is no need to buy a windscreen for your camp stove or to make your own at home. If you carry a Therma-a-Rest or any other type of sleeping pad you have all you need to make your own windscreen once you reach camp.
I'm going to use my Ridgerest, but any sleeping pad will do. Start out by sharpening the end of a stick and sticking it in the ground. If there are no sticks around just hold the pad, if you aren't alone two people holding, one on each end is even better.
Prop the Ridgerest (or what ever you have) against the stick so the backside of the pad faces the wind. Add another stick to the middle if the wind is strong.
Add two more sticks, one on each end, to the backside of the Ridgerest so that you have a horseshoe shape. If the wind is changing direction a lot then tighten up the horseshoe and add sticks on either side where needed.
If you get lucky and camp in a place that has rocks or boulders you can always build a small wind breaker. If the boulders are big enough you can cook behind them. The break from the wind can be a welcome for the hiker too.
You can even use a Therm-a-rest chair with out the Therm-a-rest in it by just holding it between the wind and the stove.