Interesting question. Did search 'how do I make puffed rice'. Came up with some interesting information.
There are some writings that suggest that puffed rice can be made like popcorn; get the moisture in the grains of rice to the correct level (no idea what the level should be, experimentation should guide you I suppose) and then (depending on what source you read) put in a popcorn popper, put it on sheets in the oven or fry it in oil.
The history indicates that the first puffed rice made in the U.S. was actually shot from a cannon, after, I presume, being thoroughly soaked to some level of softness; there was a cereal advert in the '60s that bragged "this is the cereal that's shot from guns". Am thinking that the softening of the rice, probably by cooking, and then putting it into a pressure vessel in which the pressure is allowed to rise to a certain PSI (pounds per square inch) and explosively releasing the pressure, causes the grains to boil or fizz or effervesce, gives them the light puffiness we see at the market.
If I'm reading the information correctly, the devices to make puffed rice are available
Here is a link to a video showing the explosive creation of puffed rice by a traveling puffed rice manufactury on a bicycle in Taiwan;
Here are some other links, kind of vague, regarding non explosive puffed rice:
This last link has some history & speculation of how puffed rice has been made non explosively using hot salt, or sand...didn't read all of the ideas.
Have fun, and be safe.