If I was putting in my own range, I'd build a "false" wall using chickenwire with rags or blankets stuffed behind it. 18" deep should be plenty. Front it with foam material.

Before I got my bag target I had one of those cheap square pieces of foam targets. When I started blowing through it, I'd put a garbage bag stuffed with a blanket behind it. It took me quite a while to penetrate fully through the bag and when I did, I just put more clothes in it.