There's nothing keeping you from using a cheapo phone modem from the scrap bin, but it's possible you will spend as much in time trying to get it configured right as you would have spent on the industrialized modems.
I'd recommend starting with the good old USRobotics Sportster if you're going to try this. They were made by the zillions, and I think you can find a technote or two in the A-B knowledgebase about configuring them to work with DF1 protocol.