I always found it amusing that they sell doors for more than entire safe's. I guess they figure that if you are building a room... then they can hose you more!
My solution was to go to a local welder. For less than $400 (including painting a nice grey hammerite) he made me a 'cage' type door from angle, expanded mesh and heavy frame sides. It has a large padlock built in (actually a pair of them) designed in a recess so you can't get bolt cutters on or hammer it. Bolted into the walls with numerous lags (that are recessed and covered. Huge hinges. Will it stop determined criminals? Not forever. But most gun thieves are opportunitistic and don't have equipment or time. And it will take equipment, time and noise to get past it. And with the miracle of WiFi, there is now a camera pointed at the door from the inside. So if you get within 2 feet of it... smile, you are on my phone!
The second bit of advice (and another reason why there is no need to buy an expensive and pretty-looking door) is that your best security is to camouflage it. Put in a cage... behind a sliding bookshelf, a tapestry, an entertainment center, a bar, a billiards chair, a faux fireplace, etc. Be creative! A vault door is a big beacon... an Elvis on Velvet wall-size tapestry.... likely causes thieves to leave shaking their heads and going... "nothing to steal in this dump!"
Cheers,
Sirhr