Yes, we tried it. It is hard. Nay, let me change that to nearly impossible. We did get the guys to coccoon, and lay their eggs, we purchased the petri dishes, collected the eggs, stuck them in the fridge for months, took them out, incubated them, and got a few microscopic worms to hatch out. They were so tiny, I had to use a magnifying glass to find them so I could place the food near them, since only 1 or 2 or 5 hatched in each dish.
Obviously, I was doing something wrong, although I did do it by the book, following the instructions here and other places online.
I comfort myself with the knowledge that even the commercial silkworm dealers seem to be having difficulty producing stock.
In the end, it wasn't worth it. At all. I would recommend trying it for the experience. Take photos. Invite the kids over to watch the various stages. Great education value.
But then purchase bulk eggs or silkworms.
Just my humble (humiliated

) opinion.