Dave,
A week ago, I attempted to build some side supports for a pallet out of some saplings. It took much longer than I anticipated and I only got two of the 4 sapling pieces attached to the pallet before darkness made me stop. I was too embarrassed to post pictures of this sad attempt.
The idea of using pallets is to save time, not cost time. It doesn't take much time to "modify" a pallet before the modification takes more time than stacking and unstacking the wood the old-fashioned way takes.
I have seen pictures of pallets people have made by nailing 4 pallets together. That seems to be pretty easy if you have 4 similarly sized and constructed pallets. So far, the pallets we have been getting are not all the same size.
Obed