You can buy or make scales, yes. In just about anything you can think of in terms of exotics.
If you already have anything you've sliced to an eighth thick, all you need to make your own is a subject razor to copy (to see how it's designed to hold the blade) and some nickel wire and washers to pein the blade into the scales.
Check out the "cut a day" thread. unless you pass out and fall on the razor, they're all pretty minor. I think my razorburn with my old razors was worse than the nicks I had at first with a straight razor. Works just like any other razor, if you don't move it laterally in a slicing cut, it won't do much harm.
