If you are even slightly handy with a sewing machine, you can easily finish your own needlepoint pillows. My sewing skills are minor at best and even I can do it.
The easiest type of pillow to make is a knife edge pillow, where the front and back meet. You’ll want your finished and blocked needlepoint, a sturdy backing, and, optionally, trim. You can use a pillow form or stuffing for the interior. It’s important that your needlepoint be blocked otherwise your entire pillow will be out of shape (I know I have several).
Bucherie (a French needlepoint store) has a great illustrated tutorial on how to make a needlepoint pillow.
The translation is from French into British English so some terms are different (cushion=pillow, binding=cording).