Magnesium powder is available from dedicated pyro suppliers. Making magnesium at home is very difficult. Magnesium can be bought in boating supply stores. It is used to prevent corrosion of a ships hull. For that purpose it is welded to the hull. The lower position of magnesium in the electrochemical series will make the magnesium corrode before the steel will. Making such a block of magnesium into a fine powder will not be easy. Filing or cutting and ball milling may be tried. Ball milling of metals can be dangerous however since the metal can become pyrophoric. However, if a person is to drill a lot of holes and collect the shavings, these may be ball milled quite easily.