Jigs are only ever to be made from offcuts of MDF or ply utilising a little patience. It is however acceptable to buy a depth stop collar for the drill bit.
P.s if you don't have a pillar drill you can make a jig for 90 degree drilling from offcuts of MDF or ply too.
Does anyone know where you can buy a 5mm shelf pin jig that doesn't cost a bonkers amount (i.e. not Kreg)?