You can build them. One trick I've learned with really high spoke tensions is to tighten each one in two steps. Get some pliers, and wrap the jaws in tape to prevent marring the spoke. Turn the nipple 1/4 turn, then hold it in place while you turn the spoke 1/4 turn to untwist the spoke. This way you're not fighting two friction sources at the same time. It turns out to be a lot less likely to round out the nipple at very high tensions. I lube everything with oil too.