Unless you just happen to have a significant metalworking shop and matching skills, it does sound rather ambitious! There would be a good chance the door would not be very secure (i.e. somebody could find a weakness) but on the other hand, being a one-off door, here’s where “security by obscurity” might actually work. Then there is a possibility that a home-built door might malfunction where commercial doors are very reliable. Of course the room itself should be secure too if you’re after more than appearance.
It does sound like an interesting project. I’d suggest spending some time looking over actual doors to get some ideas about how they are designed and why.
From time to time there are doors for sale on eBay. Try searching for “bank vault”, “vault door”, and so on. Sometimes there are very substantial doors for sale (e.g. current items 281345505567 and 360940648669) which are out of the question because of the ridiculous prices the sellers want and because removal/shipping would be a real grinch. In many cases the seller should be paying you for removal if they want it gone. Then there are lesser doors (e.g. current item 261485207488), and then there are doors made by Fort Knox and other “gun safe” makers, I think those are what you have been looking at.