I basically got a 2 sheets of MDF to the size I wanted (roughly the size of a baking tray for the oven, as I had to heat the plastic in my home oven) then drilled a hole every couple of cm in one of them, then made them into a shallow box - sealing all the places the wood connected with bathroom sealant on the inside and duct tape on the outside. I made a hole in one of the 'side' pieces that would fit my vacuum cleaner hose, and then added more duct tape to seal.
Then I made two wooden frames as big as the largest baking tray for my oven, then cut some heatable plastic to size, and clamped them in the two frames and put them in the oven.
This part had loads of trial and error - ie how long the plastic needed heating, how long to run the vacuum cleaner, how to make sure the plastic didn't end up behind the thing you were forming, how to make sure the think you were forming didn't deform while under pressure.
Email in bio if you want pics or more info.