No, Roman von Ungern-Sternberg was one of only two exceptions of men who tried to resurrect old steppe Empires and seek glory in being an Asiatic warlord. The other was Enver Pasha, the former ruler of the Ottoman Empire during the war, who sided with the Bolsheviks and then revolted against them, raising a disciplined army that achieved temporary success in building a Turkic empire on the steppe. Enver's defection made a lot more sense than Ungern-Sternberg's project - the former had a lifelong ambition of building a Great Turkic Empire, and could have succeeded if the Central Powers won the first world war. Undeterred by their defeat, Enver tried recreating his empire on different turf. By most accounts, Ungern-Sternberg was somewhat unhinged and not entirely sound of mind.

Warlordism was common during the time of the Russian Civil War, but creating non-Russian nations was not. Anton Denikin, Yudenich, Kolchak, and Lavr Kornilov all ruled provinces essentially independent of one another, though cooperating against a common Bolshevik foe, but none of them sought to recreate entities other than a revived Russian state.

Sources:

White Terror:Cossack Warlords of the Trans-Siberian

The Baron's Cloak: A History of the Russian Empire in War and Revolution

Enver Pasha and the Basmaji movement in Central Asia