I have one made out of an old Propane bottle, Took out the valve, Blew air in it for a while, Then filled it with water before I started cutting it with air powered disk, It is small but works, Now I have a full size old heavy duty Keg that I want to make one out of. But for some reason have been having problems finding the refractory to use. Also thought of doing the wool stuff, then a layer of refractory.
And yes if you get hot metal on concrete it will explode from the moisture even if it is over 20 years old. Have seen it happen.
Good leather shoes and leggings are good, Ensure you do not have clothing that melts etc. Melted plastic type fabric hurts when it melts.