Such thing can be made by "cannibalizing" an existing Cartridge (Let's say... a GX4000 Burnin'Rubber Cartridge, as it is the most common one).
Remove properly the ROM (the biggest chip) but beware to harm nothing. Then but file a hole on your Cartridge, add a ROM/EPROM slotsocket...there you are.
Of course the most important chip remains the [[Amstrad Cartridge Identification Device| ACID]]and should be treated with exceptional care.
The Multi EPROM cartridge shown here seems of a proffessionnal quality. The Chip slot socket is quite epicly good as it allows to remove the EPROM/ROM without harming it.