how hard would it be to mke something like tht from scratch
The answer would depend on how complicated "that" is.
In the simplest form, it can be a rc network. In a more reasonablly engineered form, it could contain an isolated switching mode power supply, with good common mode filtering and power factor correction, and low idle power -> you may find a mcu far more powerful than you arduino reside in one of them.
The cheapos you get off ebay probably are a lot closer to the dangerously simple types.