We already have hundreds of tons of plutonium sitting in our spent CANDU fuel. We have plenty of expertise on what to do with it. They say it would take a couple months for us to put an arsenal together; delivery would actually be the harder part.
You're forgetting North Korea did it slowly and painfully without provoking an invasion. The main reason not to do this is that proliferation is bad, and that we don't want to be North Korea. Hosting or just generally having an agreement with a nuclear power would be much preferable.