A bit of an old thread, but wonder who else has gone down this route?
Mine used a Latham ultra security door, which looks pretty similar to the other doors in the house. White powder coat, looks just like white gloss paint. And I trimmed it off with the wooden frame, salvaged off the original door.
Home Office speced steel mesh in place of an old lath-plaster stud wall and ceiling. And the same, over the window.
Assuming that you still need a locking box for the ammo, I mounted a now redundant rifle safe, on it's side, in the room.
The FEO was impressed and very happy with it.
And it is really nice to not be buggering about with safes anymore.
And if it comes to selling the house (and the new people not needing a gun room), the only difference would be, a bedroom with an extra thick/heavy door. Or market it as a panic room?