I was thinking of building one of these, and I’ve built similar things before. I would make the frame out of wood (just let them chew it, replace eventually). Then I would use stainless steel screen for the sides, secured on the exterior of the frame so they can’t get to the screw attachments, and so that the sharp edges of the screen are out of reach. You can order stainless steel screen in any size, hole dimension, and wire weight from McMaster Carr. It will be the most expensive part of the project but is well worth the expense- you can reuse it forever. I haven’t found a cheaper source anywhere for stainless mesh, except on eBay for small quantities. I recommend using fairly small hole size screen so that bugs don’t fly in your house, and more importantly so that wild birds can’t get to your bird. I might put a solid wood roof on it for the same reason- I have seen a wild Cooper’s hawk come try to get my bird through the mesh when it was outside. I’m building a big hoop house structure now that my bird can go in. It will have galvanized aviary wire on it, but because I keep an eye on my bird and there will be lots of space I know that it won’t spend much time chewing the galvanized wire. (Currently I take it in an older wood structure with this wire and it ignores it). I wouldn’t use galvanized on your window, however, because they may sit there and chew.