Yeah, you can 3D print key-caps reasonably easily. Sorry, I can't remember the exact 3D model, but there's a free Cherry MX switch model around somewhere that surprisingly has the entire interior mechanism modeled. You can pull out the key mesh and tweak it a little bit to meet your needs, then it prints really well and fits nicely on Cherry (or Gateron) switches. There's also a handful of pre-created 3D printable keycaps on Thingiverse, however when I last looked into it I wasn't very happy with them.

Although, I must admit, whilst I've had all my components (including RGB LEDs and transparent Gateron switches) for what must be over a year now, I still haven't gotten around to finishing the project!