First off, welcome to TFL.
Building a 35mm rifle will require a tax stamp (larger than 50 caliber), a special action, a special barrel, and a source for ammo (again, difficulties because of the bore size). Anzio makes actions for the 20mm, but I don;t know where you would find an action for the 35mm. Finding someone who can help you with the action and barrel will likely lead you to someone who can do the work and help you with the NFA tax stamp. Good luck with your project.