I have not done it but I have been to the shows and seen several kinds. I have to agree with darkmaster that the walls need to be soft. We had a set of the softer ones in our haunt I used to work in. The fabric is the trick. I need to be fireproof for the fire inspectors but it also needs to be cut and tear resistant so some punk with a knife can't slash it. I think you are in for more hassle than it is worth to make your own. Just my 2 cents.
I'm thinking of putting a claustrophobia like tunnel in an attraction i may be building. I was thinking of using like a netting with 1 inch holes and filling the nets with balls, severed heads and body parts.
the netting would be interesting but i have a feeling alot of coat zippers and buttons would get caught in it, let along hair and earrings. The weight of that contraption could also cause you issues as when you start adding all that up, it would become quite heavy. Your call though. If you do it, keep us updated. I just wouldn't myself.