Protons are pretty hard to add to an atomic nukleus. In supernovae it is actually neutrons that are added, and then the atome decauy through beta minus decay, in the end adding a proton.
In nature this only happen in supernovae (afaik), though it is possible to do so using particle accelerators. That is how all elements heavier than uranium are created.
There is absolutely no economic reason to do this. For gold starting materials would be platinum or possibly iridium or osmium. These are about as expensive as gold itself. Add to that the energy cost of the neutron source, and that only a few atoms are created.
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