Yes, cornichons are pretty easy to make, so you can whip them up yourself. All you have to do is source some gherkins and make a pickling solution. To make the solution, you must boil water, vinegar, and salt. Place the gherkins in a jar and throw in some dill, bay leaves, and tarragon. Add peppers if you like. Pour the hot mixture into the jars. Let the gherkins soak for at least three weeks, and you’ll have cornichons ready by then.