This article explains that a large supernova is required to make gold atoms. This somewhat suggest that the asteroid belt is not a bad place to look for gold if you can send a probe to scan and detect it. A competitive manned mission would be more fun, although it would take some time. The crew would be very seasoned by the time they returned to the moon to drop ‘roids and melt down using high energy tools. Another significant mission might be to plan and accomplish the movement of Ceres to the moon to provide fuel, atmosphere and water there.
It seems likely that we could reproduce an experiment in space using nuclear fission that would also create gold.
I do not what the tradeoff between the amount of work involved and gold production will be. Unless it is a serious industrial endeavor or carries a significant prize for the design (as in a content), it is likely that no one will do it.
The photo above © Sveriges Riksbank.