I've been wanting to build something similar, but can't get myself to buy a thermal print for just this project. I'll probably settle with a "Sunday Newspaper" as a compromise on my laserjet printer.
You can often times find them for really cheap on the secondary market. Like old ones from a restaurant. I got quite a few for very cheap over the years. One was 20$ for a 80mm one.
So maybe that's a low budget option to tinker for you? Or is the problem buying one at all?