I’m not sure when this was released, but you can finally build custom GPT’s in Microsoft’s Copilot.
However, there are several limitations compared to ChatGPT. These instructions are shorter. You can only upload one knowledge file. You can’t make your own custom icon. There doesn’t seem to be a GPT store. It appears that people WITHOUT a Copilot pro account can use your GPT if they have the link - navigating the profit share approach that ChatGPT is supposedly going to support.
HOWEVER: it has intellectual property protection built right in.