I couldn't find anything like this and don't know that such a thing exists. The small brick you'd need to hold batteries, a small circuit board, an antenna and a usb port wouldn't be all that compact.
If you really want to build it yourself I'm afraid I wouldn't know where to start. You'd need a board with a usb port, a port for a bluetooth antenna, a bluetooth controller, and some sort of programmable gate array to implement the communication between the USB and bluetooth and vice versa (the computer can send signals to turn on the 3 leds). You'd also have to deal with (I have no idea how this works) advertising that the device is a standard keyboard, or respond to a device id/type query with that, so a computer would know what it's dealing with.
If you're going to give it a go, good luck, but only do it because you think it's fun, as it is totally impractical compared to buying a bluetooth keyboard.
-Lee