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Back in the eevee brothers' episode of the animé, the JJM TRio was digging, seeking for evolutionary stones.
Most evolutionary stones can also be unearthed in the Sinnoh underground.
So those rocks are pretty much natural.
Now that you mention it, however, gemstones CAN be replicated in a lab,
I don't know however if in any of the canon continuities the "making" of evolutionary stones
was ever mentioned.
My gut instinct was that they were natural, but having designs on the insides of them makes me say they're artificial... to an extent. Maybe they're part of a larger formation like the mossy and icy rocks that evolve Eevee, and there's just enough of the rock inside the man-made stones that it still triggers an evolution.