Would love to see us turn iron into gold as well as nature does with supernovas.

You can do that in an accelerator. It's not going to be cost-effective for a long time, though.

Once we get to asteroid mining, we'll be able to get gold cheaply enough to not care about it. On Earth, most of the gold sank into the planet's core because it dissolves well in molten iron. So the gold that we're mining comes mostly from meteorites.

If you do the math on the theoretical maximum energy efficiency of turning iron into gold we'll never be able to do it cost-effectively until energy becomes cheaper by like 10 orders of magnitude. That's why heavy metals all come from the most energetic processes in the universe, like supernovae and neutron star collisions :)

Well, you don't really need iron, lead is good and abundant enough (since it's the first stable element at the end of the decay chains).

I thought this is possible and theory is well known. It just to expensive compared to mining

Doing "better" isn't so hard...when you get to pick the metric.