As with most legal questions, it depends.
If you are making a 6mm or 1/285 or 1/300 futuristic tank that does not look like anything SJG (or any other miniature manufacturer) has made and you do not reference OGRE or its timeline in any way, then there is almost certainly no copyright issue. Your miniature is an original creation and copyright is in you.
That you made rules to use it in your own OGRE games is legally no different than using another makers miniatures in your local games. you cannot sell or publish those rules, of course, but making an original miniature is not a problem. You can probably even sell them as generic 6mm futuristic armor units without running afoul of SJG's Intellectual Property (IP) rights so long as you do not reference OGRE, its rules or fluff in any way.
If, on the other hand, you duplicate a SJG design - even if SJG never made such a miniature but merely described it - it gets more dicey for you. For example, let's say you look in the GURPS: OGRE book and read the description of the Israeli Golem and you decide to make a miniature of it for your own use. There is probably not much of an issue here since it is just for your use and not for sale or distribution. It is still technically a violation of SJG copyright, but it is not cost effective for SJG to enforce its rights even if they became aware of it - which is unlikely. This is probably a de facto, if not de jure, "exception by unenforceability."
Now lets say you want to sell the "Golem" miniature - as long as it looks nothing like anything SJG produced and you do not call it an "Israeli Golem" but rather something generic like "AI super-tank" or "future land battleship" or something like that and you describe its armaments in terms other than "main battery," "secondary battery," "antipersonnel gun," or "missile racks" (perhaps you use "Barak Heavy Gauss Cannon," "Gideon Light Gauss Cannon," "Scythe autocannon" and "David's Sling Tac-Missile" - which are generic and unrelated to anything in the OGRE fluff) you are probably safe. Again, the question is going to turn on how close your look, packaging and fluff text gets to the OGREverse.
The closer you get to SJG's material, the more risk you have; the more generic you make it, the less risk you have. Selling the miniature as an "Israeli Golem" without permission or license from SJG is almost certainly an infringement of SJG's rights. Calling your weapons systems that same thing OGRE does, probably increases your risk even though SJG itself uses pretty generic terms.
Could you call it an "IDF AI super-tank?" Probably, the IDF is a real-world institution, Israel is a real country - both of which you are using fictitiously. If you have no fluff tying it to the OGREverse and the miniature is the first in a line of miniatures for the Arab-Israeli war of 2118, again you are still probably okay.
If you mention anything from the OGRE timeline or the Panarabian Confederation or the Paneuropean Federation or the Combined North American States, then you are almost certainly in trouble as those fictional governments are original SJG creations. If, however, you talk about the Arab League, the European Union, the United States... those are real-world states/transnational institutions used fictitiously and probably are not infringing anything. A lot depends on the actual fluff you create.
If your creation looks like SJG miniatures or SJG-owned or licensed imagery or references any original work done by SJG then you have more of a problem. A generic "laser turret" or "laser tower" is probably hard for SJG to go after but one that looks like the old SJG miniatures or the 3-D card models in the Big Box is likely copyrighted to SJG.
Disclaimer
None of the forgoing is intended as legal advice and should not be relied upon as such; as always, if you want to create a miniature for sale, consult with a competent IP attorney before proceeding. None of the foregoing is the official position of SJ Games, despite coming from a MIB, any questions regarding SJ Games opinion should be directed to SJ Games, Inc.
If you're interested in publishing miniatures under a license, contact
licensing@sjgames.com with your business plan and proposal as per Andrew Hackard below.