Vishwamitra created his own heavenly universe after being denied acess to Trisanku to devaloka. Many buddhists also say they have experienced pureland,which must have been created through siddhi of a buddhist yogi.Bon practicioners also have their own heavens or purelands.
Yogis can also create Jñāna ganja/gyanganj through their powers,wich exist in the astral realm.
More on jñāna ganja/Gyan ganj can be read at here
What type of siddhi is this?
edit:maybe buddhist bodhisattvas have merely attained a baindava body wich is immortality but that this is not moksha.the purelands they attain are created through the siddhi of Prāṇa Jyoti wich allows full mastery over the elements,and this is why buddhas and other ascended masters can create their own lokas through this siddhi in the etheric plane or planes.
this is also what allows hindu siddhas to create realms in the astral.