Handloading is something you might consider. A modest outfit can be arranged for about the cost of a Savage Axis. As your interest grows, and it will, you can expand your outfit to increase your production or precision, or both. Handloading is a rewarding past time in its own right, but it also makes one's shooting much more interesting, and allows each dollar you would otherwise spend on expensive factory ammo, go further, and it can take up no more room than say a Workmate used as a loading bench, or for that matter you can use handtools at the kitchen table.
In the meantime, it is technically illegal to manufacture commercial ammunition without the correct licensing from NRC, but such things are difficult to enforce, and to the best of my knowledge, there is no law against being int he possession of handloads even though you own no reloading equipment. One must consider the liability though of using unproven handloads in your particular rifle, both for the handloader and for the shooter. If you are injured and/or your rifle is damaged by a handload, what would be your next step? Litigation is expensive for all concerned, making the purchase of a few hundred dollars worth of tooling seem cheap by comparison.
Simply join the fold, and buy some gear to make ammo that is appropriate for the rifles you own. Wildcatting is not an insignificant benefit as you can see from this exercise, a simple reduction of .01" in bullet diameter from a 6mm has us all as giddy as school girls.
Doug, in terms of cartridge design, it might be interesting to add a Weatherby venturi shoulder to your .234 Penguin. There's just enough logic to the argument that a ballistic advantage can be gained from that design to make it interesting, and a conventional shoulder should fire form to shape. I suppose one could neck down a .240 Bee, although I dislike the cost of the brass.