It depends what "creating their own shot" means. If it means that you can get the ball when you're not open, dribble around someone, and then make a shot, then Deng can create his own shot. If it means that you can give someone the ball in isolation and ask them to score a critical basket at the end of a game, then no. But there are just a handful of guys in the entire league that can reliably do the latter. Some might even argue that LeBron isn't one of them. It's somewhere between the two of those extremes. I think the general opinion is that Deng can't really create his own shot with any consistency because he's a (relatively) weak ballhandler. I would agree that Lebron would not be the best "give-me-the-ball-in-isolation" guy on his own team, much less in the top few in the league.