Just went to a department store and bought some picture frames and took the glass out. In my case, I got something large like 9"x14" but if you were going to build a black box with a piece of glass at a 45 degree-ish angle on the right and left third, you can probably use smaller pieces of glass depending on the size of the lens. Generally these shots work better on longer lenses with a flatter perspective.
The advantage of having each piece of glass on a c-stand is just that as you change focal length, you might want to adjust the size of the clear gap in the middle. But the disadvantage of not building a box that can attach to the front of the lens is that when you dolly or pan, you move through the glass, it doesn't stay aligned. Which sometimes is cool, to slide back and forth through the reflections.