Not a wagon, but I made the cell cage in the link below out of square tubing. It passed tech for the kind of racing I do, but every sanctioning body is different with regulations about what sort of tubing, what sort of cell, and if it can or cannot be attached to the roll bar/cage.
The wagon dilemma is a tough one. I can't imagine a hatch that can be opened would be legal. How about a side fill on the quarter panel, or something like that?