It’s undesirable for many reasons but could a small rocket be made to work if you made it really heavy? Of course one would be just pissing away efficiency but would a small heavy software-controlled model rocket work?
Define small, you still need a rocket with some sort of liquid fuel engine with some sort of throttle control and I'm not sure how small can you actually scale those to be.
You might be able to do it with a hybrid rocket engine where the oxidizer is liquid or gaseous but the fuel is solid but I'm not sure.
As for the weight if you make it small but heavy then you are likely to lose aerodynamic control since it essentially will be a free falling brick.
You need something that is massive enough to resist the wind but have a large enough surface area to be aerodynamically stable and controllable, I'm not saying it's not possible I'm just saying that the time and money that you'll have to invest in it is going to be quite likely astronomical and while I don't doubt that there might be individuals that might be able to do it on their own this likely would require a pretty large team of dedicated people to solve.
If you are capable of building a rocket engine I would actually focus on simply building a hovering rocket rather than trying to land it, or at least you better off trying to build a hobbyist grasshopper https://en.wikipedia.org/wiki/Grasshopper_(rocket) than a Falcon 9.
But realistically even for something like this you should be better prepared to spend the better part of a decade building it and likely at least a few $100K's in funding since none of this is going to be cheap to produce.
