The gene gun has its roots in DIY modification of off the shelf materials, (modified crosman air pistol -> nail gun cartridge on a piece of plastic, see wikipedia) but it is a bit more complex than just blowing it into the cells.
Actually there are many problems to solve,
1: creating metal particles small enough to penetrate the nucleus of a cell without destroying it (100 nm?)
2: loading the dust onto a clean surface
3: hitting that surface hard enough to eject the dust into the plant material in a but soft enough not to destroy the material or the material below it
4: building a stage for doing it at the same height every time.
All of these problems have solutions. I think a DIY gene gun would get a lot of media play, however, I don't think it would make genetic engineering any easier to do. For example, RNA interference can be done with a syringe, and Agrobacterium can be applied just by soaking the tissue. Callus culture on antibiotics is the gold standard, but you can do photobleaching markers instead. Gene guns require tissue culture 100% of the time, and I'm not sure they have any better efficiency (last I checked for Agrobacterium in Capsicum you got about 1 / 1000 calluses that make it to genetically modified plants).
Ben