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You have to complete a Tier 3 NM Dungeon to be able to craft them. See this page:
Nightmare Dungeons In Diablo 4 - D4 Maxroll.gg
Unlocking Sigil Crafting
In order to unlock Sigil Crafting at the Occultist, you must first complete a Tier 3 Nightmare Dungeon. Follow these steps:
- First complete a Tier 1 Nightmare Dungeon, which you acquire through the Tree of Whispers in Nightmare Difficulty as noted above.
- As you kill monsters and progress through the Tier 1 Nightmare Dungeon, you are likely to find a Tier 2 Nightmare Sigil. If you do not, run any Tier 1 Nightmare Sigils you acquired in that dungeon to try again. You can also reliably acquire additional Tier 1 Sigils through the Tree of Whispers.
- Run a Tier 2 Nightmare Dungeon or Dungeons to acquire a Tier 3 Nightmare Sigil.
- Once you acquire a Tier 3 Nightmare Sigil, complete that Dungeon to unlock Sigil Crafting!