Its definitely possible. However, there isn't much information on this online. Took me awhile to find someone who did somewhat of a diy writeup on it, and it didn't quite fit my needs.
I am about to be in the process of doing this. Aiming to have it done by thanksgiving. My LED's are on the way, and am ordering the screen material this week to make the screen.
The only hard part I'm running into is figuring out a way to mount it to the screen without having the screen very far away from the wall.I am trying to build something that is along the lines of the zero edge you mentioned earlier because im doing an AT screen and dont want anything behind it. I think im just going to build a standard frame from 1x4 poplar wrapped in velvet. Screen stapled to the back of the 1x4. Then get some type of slim material, 1/4-1/2 inch, that will give me room to fit the strip without facing them perpendicular to the wall so that people cant see them from the sides.
I'll try to take pictures along the way though because as i said, i didn't find any resources on this and people certainly want to do it from what ive seen.