It's hard to say. I think there may have been a "what's on the inside of this thing" break-down video that went into details on construction and features, but I'm not going to take the time to look for it right now.
My guess is that you can probably order individual gobos. There are a couple of recommended companies that make replacement gobos. I suppose if you order enough they might make a wheel for you, but usually they just make the gobo itself. You'd just snap out the old one(s) and put in the new one(s) in theory.
I haven't even cracked my moving head lights apart yet to see how they are doing things in there. I even have replacemet gobos for it, although in all honesty I doubt I'd replace what is currently in the fixture.
The manual for the X-Move LED wasn't very forthcoming in sharing information about the gobos. I'm willing to bet that in order to save money, ADJ is using an existing gobo wheel technology. Heck, I'd do the same thing. No sense in re-inventing the gobo wheel. Use something that works and fit it to a new fixture. That's just good business. So, those are my thoughts on that, and further thoughts are tied to that. I think the ultimate answer is yes, you probably CAN get new gobos made.
I'd contact customer service directly for specs or maybe Jingles will repost the names of those companies that ADJ knows will do a good job of making replacement gobos. You can go with metal or even glass gobos. You can do some way cool stuff with glass gobos.