I don't know if anybody builds it the way you want it. You probably will have to build something yourself.
I did some calculations and looked up some parts, and this is the simplest way, but the current adjustment will be able to go below 4mA and above 20 unless you put in additional trimmer resistors and tweak it quite a bit.
Put the following in series:
A 12V DC battery or power supply.
A 330 Ohm resistor rated at least 1/10 watt.
A 3k potentiometer or rheostat rated at least 1/10 watt. This is your current adjustment knob. Maybe you can get one with an actual knob.
The current loop inputs of the Murata DMS01-CL 4-20mA power meter. This is your $100 component, the rest is cheap. They've decided to stop making it, so build your thing soon if you're going to use this meter.
The rest of your current loop, device under test, etc.
Also connect the 12V source up to the power inputs of the Murata meter.
If you want to build the whole thing a lot cheaper, use a different digital panel meter, but you'll have to put another trimmer resistor/potentiometer in parallel with it to scale the reading correctly, and you can do the calculations for that part.
If you want to build the thing highly accurate, there will be much more design work involved and you would use an actual 4-20mA driver chip available from various manufacturers, or an op-amp based circuit.