Where are the ATP synthases synthesised?
The interesting thing is that the mitochondrial ATP synthase consists of many subunit proteins, both encoded by nuclear DNA and mitochondrial DNA. It has long been unclear exactly how these synthases are assembled, and what differences exist between bacteria, yeast, and humans - where ATP synthase formation is normally studied. Regardless, each of these proteins is translated on ribosomes from mRNA transcripts of genes, just like regular proteins. However, these must come together correctly (in the right order) and end up in the correct location.
There are recent publications that answers your question rather directly.
Assembly of the membrane domain of ATP synthase in human mitochondria
In short:

We have shown that the assembly of human ATP synthase in the inner [mitochondrial] membrane involves the formation of a monomeric intermediate made from 25 nuclear-encoded proteins into which the two mitochondrially encoded subunits are inserted and then sealed by association of another nuclear-encoded protein, thereby dimerizing the complex. Association of a final nuclear protein oligomerizes the dimers back-to-face along the cristae [inner membrane of the mitochondrion] edges.

A commentary on the paper is also available, which provides insight into the historical and biological context and difficulties which the paper addresses and overcomes. It may be worth reading their synopsis first. You can find it here:
Assembling the mitochondrial ATP synthase