I have only one of the thin walled school locker types screwed to the wall from inside. It does have 2 of those funny keys with the half notches in a circle. It is not fire proof, and now doesn't hold all the long guns I own, and pistols fit even worse. If you have anything valuable you may want a fire rated one.
FYIW, some California guys I talked to, tell of the police hauling ALL the safe in if they are called for anything. First, they ask to look. The answer is no. When they come back with a warrant, usually, the safe holds only a BB gun.
I have given a thought to building some sort of hidden storage, just can't figure how to make something that actually blends in, and still can be entered easily without marking up the camo, making it obvious. I figure that one day there will be powder sniffing dogs coming around anyway, so then that will still not work.