Obviously it isn't in everyone's skillset, but if you have the means there is nothing preventing you from generating and using your own key.
Honestly it seems like a good basic security precaution, not only to prevent against leaks like this, but also to counteract any backdoors (although kind of a moot point with chipmakers).
1. some EFIs are broken in ways that make using private platform keys hard or impossible
2. there are PCIe cards which need option ROMs to be executed (most commonly that dedicated GPUs), this ROMs are not always but often signed by one of the Microsoft Keys and removing it from the trust db will prevent the ROMs from running and lead to all kinds of problems, e.g. not having any video and in turn not being able to undo to EFI setting/disable secure boot. You can make sure the specific ROMs are whitelisted, but then you need to be very very careful about e.g. graphics drivers updating the GPU firmware and similar. And putting the right data in the trust db isn't easy either.
Most option ROMs are signed by the same set of Microsoft keys, You can make sure to enroll this keys alongside your custom platform key (e.g. the tool sbctl can do so for you). While this does tend to work it has one drawback which is if someone has that key they can break your secure boot chain, i.e. it weakens the benefits custom platform keys give you.
Option ROMs signed by vendor keys are somewhat rare, but sometimes (parts of) firmware update tools are signed by vendor keys, in which case you can choose between not updating your firmware, disabling secure boot while doing so or hoping you can find the (pub)keys for the keys they used somewhere on the internet.
In the end you probably want to see if someone already tried it and had success.