Dry ice works, but too damned expensive to be practical unfortunately. and I'd think a security risk too. "Hey! What ya doing with all that dry ice????".................
IMO, if your going to do CO2, do it right! Its not that expensive, startup is not cheap, but then, how much did you spend on tents and lights and....
What you'd spend in one grow on mushroom bags, etc would buy a regulator setup and a tank rental. I got a regulator and valve off ebay used for $35. I'll be renting a tank for a grow in March. Tank rental with first fill is $150. $30 refills. From what little research is out there, 1200-1500 ppm CO2 may be more than needed. I'm going to try for 800-1000ppms, if i can regulate it that well.
They make small catalytic heaters for camping that would be safer to use than a lamp. build a stable base for it, it could work!