As I see it, GOG would have to themselves provide the service that makes short custom runs of physical game DVDs complete with cover art and then ship it.

Economies of scale make a single company doing all the work of physical production cheaper and more effective than a ton of companies (including some - indies - generally too small to have the scale to do it) doing it independently, and whilst subcontracting that work should be possible, it would still be more costly than just one company doing it for everybody plus there's still the shipping part on top of the manufacturing part.

Of course, this assumes that things like DVD masters can be made cheaply for short runs (yeah, using recordable DVDs is possible but those are much more costly than stamped DVDs plus their last a lot less).

Without all this, I don't really see how, for example indies would be able to participate in this even if they wanted to.