Creating a breakout panel for a Raspberry Pi GPIO lines
You definitely don't want to have an LED pre-wired to every GPIO pin, since it would like interfere with future use of those pins.

Rather than try to build your own, which is going to be a lot of work, take a couple of weeks just to get boards made, and be costly  -- since making just a couple of PCB's is always expensive -- I suggest looking into solutions already available such as this one using a cable connected to a breadboard:



or this one using a cape type board, both made by Adafruit.