To make the legendary jewelry for your max-level heroes, craft 27 rings or necklaces, then fuse them into nine rare items, then three epic items, and finally one legendary-quality item.
You have some control over the items created via fusion, so choose jewelry that gives the best possible stats for your class. The stats on crafted jewelry are random, so be prepared to burn through gold while producing rings and necklaces before you get the 27 you want.