Make an OC that you really like, find a (good) plushie maker that does OCs, negotiate prices and looks, wait for it to be done & arrive, cuddle your brand new plushie pony.
Now I haven't actually done this, but this is the most likely way this process would work. You can find some plushie makers on Deviant Art and Etsy, but it is pretty expensive (especially if your OC has a complex design like lotsa colors and a horn/wings)