Cancel orders / Wrong options

What to do in this situation. I sell personalized items and I’m getting screwed left and right with customers choosing the cheaper option for the item I sell. They are purchasing the cheaper option and providing info for me to complete the item with the more expensive option. This is beyond ridiculous that we get hurt as a seller for canceling an order when a buyer does this. What would you do? Complete it in the option they actually chose and wait for the complaints to roll in after they get it, eat the cost and complete it as requested or cancel the order and take the hit? Super frustrating and feel like something needs to be done for situations like this. Yes, I have messaged them asking to cancel but never got a reply.