VNA calibration using cal kit vs PCB
If you want to make your own cal standards on a PCB, consider using a "Through-Reflect-Line" (TRL) calibration rather than SOLT. 

To achieve the kind of precision you're used to with SOLT, you not only need very good standards of each type, you also need to be able to characterize just how each standard differs from its ideal type. For example, how much excess capacitance is present in the Open standard, and how does it vary with frequency. 

TRL cal is less dependent on the standards used being very close their ideal type. In particular, the Reflect standard just has to have a high magnitude of reflection; its phase doesn't have to be well known (as compared to the Open and Short standards in SOLT which must have very close to 0 and \$\pi\$ phase in their reflection coefficients).

A drawback of the TRL cal is that one set of standards is only valid over a limited frequency band (less than one octave, IIRC, but it's been a long time since I've worked with TRL cals).