Ordinarily I'd agree with the OP and say screw it, roll your own. You'll definitely learn a lot, regardless of how the project turns out. Even if it doesn't end up in a hot air station, that board could be very useful in other projects.
That said, I'd strongly encourage you to just buy a hot air station, if only for the nozzle adapters. Even the cheap knock offs are usually pretty decent. We're only talking 20 bucks difference, and your heat gun wouldn't come close to the fit and finish of even the worst knock off.