I didn't check out your link but here's what I did-
Take a small plastic tote (you know, that you'd store stuff in), and cut it to fit in that little crevice. Cut holes for airflow and get yourself a roll of self adhering insulation padding and a can of professional 3m adhesive spray(available at your local Home Depot). Mount the tote accordingly, pre cut some insulation, then section by section spray it down with the adhesive and stick your insulation to it. My PCM safely rests at the bottom and my IATs run about 10* over the outside temp (unless I'm parked, with car running for a while). I also used some leftover header wrap to keep the stainless tube going to the TB cool.
You can kind of see it in this pic.
It's more of a heat shield than a box, but on my park ave I have outside air blowing basically right behind my headlight.
I had a piece of plexiglass cut to fit over it, just didnt spend the time to find a good method to get it mounted nicely.