I have done this once before and worked so well it was stolen. Buy a good quality steel file ($5-$15) then cut it down, grind, and power sand it till you have a workable edge then sharpen. I did this using a small file that had a tang on it so I could improvise a handle latter. This was a small fill and did not need much grinding. You could buy a larger file and cut it down and tool it to make several knives. I recommend starting with something small.
Note good files are usually very hard and this process even with a small file was tedious.