“It’s hard to make any best friends at work/on the job. Colleagues are just colleagues.” Does this sound natural?

Would not include the word 'best' in this context. "It's hard to make friends at work." is a natural format. "It's hard to make any friends at work." is also fine

You don’t need both “at work” and “on the job,” you can just pick one. And “best friends” doesn’t really sound natural to me here unless there’s context, just “friends” or maybe “close friends” would sound better.

It's hard to make any good friends at work. Colleagues are just acquaintances. Or It's hard to make friends on the job. Colleagues are just colleagues.

You can only have one best friend. It's hard to make good friends at work.

You're close, but still a little off. If talking about multiple friends, you would not say "best," because the best can only be one; THIS person is my best friend, and no one can be any better than them. You might instead say "close friends," "good friends," or "intimate friends," as well as other options. You can have more than one of these kinds of friends. As far as "colleagues are just colleagues," although sometimes you do hear more poetic phrases that say "\[thing\] is \[same thing\]" (for example, "it is what it is," or "a rose is a rose is a rose"), generally you use two different words in the two halves of the statement, because you're trying to provide more information about the first thing you mentioned. So here you might say, "My workmates are just colleagues," or "my co-workers are just colleagues," among other options.