It should create it… sorry, my failure… this works:
su -c 'echo -e "options amdgpu si_support=1\noptions amdgpu cik_support=1" > /etc/modprobe.d/amdgpu.conf && echo -e "options radeon si_support=0\noptions radeon cik_support=0" > /etc/modprobe.d/radeon.conf'