I have.
It's easy, doesn't take any precise work for a very basic model and you'll be surprised at how much heat you get even in very cold conditions.
You can spend extra time to make a better one and get a bit more efficiency as well. You can make the heat tubes of 3 or 4 inch aluminum dryer duct and it will build very quick. Make the tubes of pop cans and it will take longer but all the baffles you make will net you more heat.
Surface area is important, sliding patio doors work great. Look for a small window installer in your area. They'll have tons of old windows and patio doors they'll be happy to have you take away. If they don't have what you want today, next week they will.

I agree with perfesser:Some years ago, i started with a simple passive box using a single pane 36" tempered glass patio door as a human-scale size for a panel. I just made a 2x6 cedar frame to fit its size, and added 1/2" plywood on the back/outside, then 1/1/2" hi-density foam on top of that, then galvanized sheet metal ....painted barbq black,with sealing caulking on all edges to keep in heat ....with an inlet air hole at the bottom of 2" and an outlet hole of 2" near the top which would go to inside house.
This works on convection, without a fan. Sure you can increase btu's with more metal, but the gain may be negligible for the extra work involved.
While i started with a hole at the bottom, drawing in outside air, it may be more effective to bore a hole thru basement wall as well as thru the bedroom wall....drawing air from the basement floor.....which is coolest, but warmer than outside....and then not having to increase the temp gain as much as drawing in directly from outside air.
I just didn;t complete this because of house sale-ability soon,... so used the panel as an active ventilator for son's composting toilet outhouse,, which worked ok, but could use a taller black stack for more solar draw.
If i didn't have to compromise the saleability of the house , i would do the whole south side in such units.
I simply bored 5/8" holes 3-1/2" deepwith a masonry bit into the cement joints between the bricks and the cement foundation wall, then hammered in 5/8" coldrolled steel rods to support the panel vertically, and only a single 5/8 hole at the top, with an 3/8" lag shield and L - shaped bolt to hold it from falling outward.

If you look at all the images and descriptions in this link, you'll see quite a few of them are about building and installing a solar air heater.
http://www.continuo.com/sustainable%20living/Heating/heating.htm

This guy has done a lot of testing for you. Check out the ones using window screen as the heat collector.

http://www.builditsolar.com/Experimental/AirColTesting/Index.htm

Can someone please tell me how well these work when we have wind hills of -35 sometimes around here and little sun some days? We are looking to supplement our much more expensive propane heat as it's an old house and needs more updated insulation and windows and patio door.

Thanks. I have been collecting large cans for awhile. Since we are not drinkers it is taking awhile win Arizona cans and fruit punch cans 😆