I built a custom medium sized safe for my bedroom closet maybe 5 or 6 years ago that would fit a very specific section of my closet shelving system and which would hold an AR, 870, and a couple of handguns.
I built the body out of 1/8" plate (welded together) and the door out of 3/16" plate. I built all the lock/bolt work by hand and recycled the electronic mainboard and keypad from a much smaller jewelry/handgun safe.
It ended up being a lot more work than I initially anticipated, especially getting the lock/bolt work all functioning smoothly. I didnt bother to fireproof it in order to keep the weight down and at the end of the day there isnt anything in there that isnt easily replaced...plus its all insured.
In terms of replacing safe fireproofing, I did recently refurbish a full sized Cannon safe that was stripped down to a bare shell (remove rust, repaint, clean and adjust mechanical lock and lockwork, rebuild the interior) and I just used fire-rated drywall from home depot. That is pretty much what is in them from the factory.