I do sometimes. I love pleurotus djamor, pink oyster. Grows on basically everything, from microwaved damp cardboard to sterilized grains or pet store straw. Not the fine grass hay, it's contains too many different fungi. The gold colored straw stuff is great and usually doesn't require pasturisation.
I do recommend getting a couple air filtered containers to start a culture and keep a backup, they're relatively expensive containers (up to 4 dollars a piece) but they can be used twice if they're polypropylene (pp5 plastic). Buy some live mushroom plugs. Microwave some cardboard (like toilet rolls) in water until it boils, strain it in a colander while hot and let it dry a little (or add some dry cardboard). Should be damp, not wet.
Put the cardboard in the containers while leaving about 15% of the container empty, and let them cool, then add the plugs with live culture/spawn. Let them rip (3-5 weeks) until they colonized the container and you can use this colony to inoculate a bag of water-soaked pet store straw by poking 30 holes in the plastic wrapping and inserting the colonized cardboard.
Soak it in the sink if it looks dry. In about 4-6 weeks it'll have colonized the straw and it'll start to fruit. You can get around 5 flushes of mushrooms from a bag. With the right water management you should be able to get about 3 buckets full of mushrooms.
With regular oyster mushrooms you can use store bought mushrooms to inoculate wet straw straight away, same process of poking holes and just jamming the mushrooms in there. But make sure they're fresh. They colonize cardboard as well.
I backup container that's fully colonized can last about 4 months "in rest", so by keeping the system running by inoculating new containers every once in a while, you can basically have a continuous production.