So do it.

For mine customs I use Shimano cassettes - the lower cost ones will last longer because of steel cogs, and they are usually individual cogs. Niagara has a good selection, and has Miche Shimano compatible 1st position cogs up to 16T or so.

For my 14-32 8 speed, I use a Shimano 13-26 8 speed, and the cheapest Shimano 11-32, plus a Miche 14T 1st position. The 13-26 loses its 13T and 14T cogs, and gains a 32T, and the Miche 1st position. I leave everything loose.

For 9 speed, Shimano offers a 14-25, and several 12-36 (go with the HG300, all separate cogs)

NOTE Shimano has different cogs depending on the difference in number of teeth to its neighbor. For example there is a 15T cog for a 14T neighbor, and a different 15T cog for a 13T neighbor. These difference are for shifting quality, which may or may not be noticeable to you.