In cloud-centric recommender system, regular data exchanges between user devices and cloud could potentially elevate bandwidth demands and privacy risks. On-device recommendation emerges as a viable solution by performing reranking locally to alleviate these concerns. Existing methods primarily focus on developing local adaptive parameters, while potentially neglecting the critical role of tailor-made model architecture. Insights from broader research domains suggest that varying data distributions might favor distinct architectures for better fitting. In addition, imposing a uniform model structure across heterogeneous devices may result in risking inefficacy on less capable devices or sub-optimal performance on those with sufficient capabilities. In response to these gaps, our paper introduces Forward-OFA, a novel approach for the dynamic construction of device-specific networks (both structure and parameters). Forward-OFA employs a structure controller to selectively determine whether each block needs to be assembled for a given device. However, during the training of the structure controller, these assembled heterogeneous structures are jointly optimized, where the co-adaption among blocks might encounter gradient conflicts. To mitigate this, Forward-OFA is designed to establish a structure-guided mapping of real-time behaviors to the parameters of assembled networks. Structure-related parameters and parallel components within the mapper prevent each part from receiving heterogeneous gradients from others, thus bypassing the gradient conflicts for coupled optimization. Besides, direct mapping enables Forward-OFA to achieve adaptation through only one forward pass, allowing for swift adaptation to changing interests and eliminating the requirement for on-device backpropagation. Experiments on real-world datasets demonstrate the effectiveness and efficiency of Forward-OFA.