I take it that Curufin inherited his father's skill in oratory. We are certainly never told about anything that he crafted, though we could invent something. He carries a dwarf-made knife, at any rate. If Curufin has the ability to make palantiri, then they must be made of some substance only found in Valinor, or else he would make more in Middle-earth.
Maybe he had enough, maybe he didn't need them, maybe he didn't have the time and maybe as you said there's a material only found in Valinor.
Curufin the crafty, who inherited most his father's skill of hand
Many other words he spoke, as potent as were long before in Tirion the words of his father that first inflamed the Noldor to rebellion. And after Celegorm Curufin spoke, more softly but with no less power, conjuring in the minds of the Elves a vision of war and the ruin of Nargothrond. So great a fear did he set in their hearts that never after until the time of Túrin would any Elf of that realm go into open battle; but with stealth and ambush, with wizardry and venomed dart, they pursued all strangers, forgetting the bonds of kinship. Thus they fell from the valour and freedom of the Elves of old, and their land was darkened.
It's true we are never told of anything he makes, but he has his father's skill of hand and his skill in oratory. Curufin is a real Renaissance Man (or rather Elf). If Feanor did not shine so brightly then Curufin would, but I don't think he was ever jealous of his father unlike Celebrimbor will be.