Jay making a lug is just mitering and joining tubing 1 size up( ie use 1.25 tubing to make a lug for 1.125) with a .065 wall and then you file, drill, beat and grind until you get the shape and wall thickness you desire. If you don't have the equipment to weld the lug together you can substitute a higher temp brazing alloy than your intended filler material to fillet braze your lug. I did this on my first MTB frame in 1986 it was way more hassle than it was worth for a one-off lug IMO, I fillet brazed the subsequent MTB frames.

Here is a photo of a Kelly Bedford brazed lug,( I had a good photo of welded but PhotoBucket is holding it hostage ) BTW, Rich Sachs used to have a photo collage of how he prototyped his lugs on his website. He brazed them. It may still be out there in you want to look for it.