Of course, if you are a handy-person you could have a go at making your own. Well, maybe not a swing for you, but a swing for the handsome lad in the cage.
My budgies seem to like the cheap, crappy plastic swings that are a see-saw style thing similar to jellybean's. I think it is because they love jumping on and off while someone else is on the other side, to see if they can't launch their buddy into orbit!!
We are not Vets, Avian or otherwise. If you have any serious doubts about your budgies' health an appointment with an Avian vet should always be your first point of call.