Custom AI agents areagents that live inside their own application, talk to their own data and tools, enforce their own security boundaries, and carry their own brand and audit trail. What separates them from the general-purpose tier is fit, not capability: each is built for one job, by the engineer who will maintain it. No published practice sets out how to build one end to end. The pieces are everywhere (function-calling APIs, the Model Context Protocol, code agents to pair with), but the practice that chains them lives in podcasts, blogs, and leaked system prompts. This paper writes that practice down as a methodology, Agents All the Way Down: two preconditions crossed once and kept, then three practices repeated for the agent's life. The preconditions are (P1) Substrate, the LLM as a software component, framed as tools, then system, then messages under prompt-caching; and (P2) Building blocks: function calling, MCP, CLI orchestration, the liteshell pattern, the agent loop, skills, characters, hooks, and scaffolding. The practices are (P3) prototype with a general-purpose agent; (P4) harvest, fold, and ship the result as a CLI, the Turtle pattern; and (P5) agent-tests-agent, in which a general-purpose agent drives it through behavioural scenarios, a complement to classical testing, not a replacement. The working loop is P3 to P4 to P5 and back, and one corollary falls out for free: multi-agent orchestration is just CLI composition. The methodology is framework-free by construction. It was distilled from the AAC, a custom agent for the open-source LAMB platform, built in about ten days by one developer with an AI pair-programmer and in production . We present it as a transferable practice, independent of any language or framework.