There are books on how to build altcoins but I don't see any in-depth guidance on how to build a gambling site.
It seems to be all trial and error.
If you know of any technique or site or forum I would appreciate hearing about it.
Yeah, you can, you can make your own gambling site. Now you see in bitcoin forum a huge gambling sites are working, so you should contact with a senior person who can help you to make it. But main think you need a big capital then everything will be easy for you.
Big capital is needed when you want to build or make a gambling site. But it doesn't mean everything, you must find some who trustworthy for you to become the IT of your site (prevent any hacks happened)