Just don’t get caught without roll marks on a range outside your property; you are inviting lots of problems for yourself.
Likely in some states. New Jersey, New York, California, and Massachusetts come to mind...
While not technically illegal in my state; if you are making one or two for yourself a person should be fine. Pop up at the range with one and you’ll likely get an ATF visit later and be questioned. Its just easier to serial and roll mark the lowers and be done with it (and doing serials yourself via electric etching is easy). That is one other thing I did not like about the GG2, can’t roll mark with it.
I have also never been to ar range where anyone inspected a firearm for serial numbers or anything else. Their only concern seems to be whether you utilize the item in a safe manner.
That being said, it is usually recommended that one put a serial number of some kind on a homemade item of this type. If for no other reason than to recover the item if it is stolen, this does not seem like a bad idea. I think that when I start producing these things myself, the serial numbers will begin with the following:
BFYTW0001
Anyone unfamiliar with the first five letters of that serial number can look up the phrase online.