Does the ER=EPR conjecture imply that black holes are created when particles are entangled I have some confusion over the ER=EPR conjecture. In what way does entanglement in the laboratory lead to black holes?  I must not be reading the literature correctly.  Perhaps it should read " It's possible to entangle particles near an Einstein-Rosen Bridge in a way to effectively show ER=EPR by appropriate measurements.  Perhaps some confusion on my part on what the target of the conjecture is so I can image what sort of measurement would be used. It's difficult for me to think of physics without a measurement. 
 A: The answer as to how entanglement leads to black holes is really found in the anti de-Sitter space/conformal field theory (AdS/CFT) correspondence (Hubeny is an easy introduction). AdS/CFT is a correspondence between quantum gravity and quantum field theory, which should give you an intuition for how gravity and entanglement are related (if AdS/CFT, ER=EPR, and any similar conjectures are correct). In short, ER=EPR says describing maximally entangled particles is equivalent to describing them as being connected by an Einstein Rosen bridge. 
In AdS/CFT you have the idea that the bulk of spacetime, being described by an AdS quantum gravity theory (almost always a string theory) is dual to a CFT on the boundary of spacetime. ER=EPR is the proposition that the description of a wormhole in the bulk is dual to a description of a maximally entangled quantum state on the boundary. Remember, with AdS/CFT the idea is that there is a correspondence; it's two descriptions of the same thing.
ER=EPR was largely motivated by the AMPS paradox and as such Susskind usually talks about creating entangled black holes in lectures and papers on the subject. The idea behind creating entangled black holes, stellar sized black holes, doesn't require ER=EPR at all! Take a large amount of entangled particles and split them up into two piles so that one pile is entangled with the other. Then squeeze both piles down until they exceed the Schwarzschild radius and collapse to create black holes. You will now be in possession of two entangled black holes! Where ER=EPR comes in is in the idea that because these two black holes are entangled, they also share an ER bridge between them. 
There is another motivating factor for ER=EPR that cannot be ignored, however. ER bridges grow with time, they become longer and longer. One of Susskind's questions was what this growth in the AdS description corresponds to in the CFT description. The answer to this question is the complexity (as in computational complexity) of the quantum circuits that describe the particles' evolution in time. This is a very important part of ER=EPR and is explained by Susskind in this lecture. 
So, asking how an ER bridge is created in a lab by the entanglement of two particles might be the incorrect way to view the situation. We can create a pair of maximally entangled particles and view them in a CFT description. These particles will behave exactly like you would expect them to given your understanding of quantum field theory. ER=EPR states that we can take that exact same pair, the exact same physical objects, and instead of describing them by a field theory, we can describe them by a theory of quantum gravity in an anti de-Sitter spacetime and when we do we end up with two particles connected by a wormhole. 
Maybe you won't find this answer satisfactory since you said that you like to rely mostly on experiments. Remember that AdS/CFT and ER=EPR are conjectures. Even though they have a lot of mathematics to back them up, they have not been proven in a lab. Some ideas related to AdS/CFT have actually been tested in laboratories and those tests went very well. However there is much debate over whether these experiments actually say anything about AdS/CFT itself or if they just speak of the mathematics behind the correspondence. 
Maybe you're thinking of the situation as two particles becoming entangled and then collapsing into an ER bridge instantly in the lab. The real situation is a lot more subtle than this idea and requires an understanding of AdS/CFT. 
