I'd be in for one! That was a very interesting little engine, bringing the streamlined era to the backwoods of Northern Wisconsin. I can't imagine that any manufacturer or importer would actually do one in "0" gauge, so I've already started building my own using the shell of an old, 1935 era American Flyer Hiawatha. They were quite a bit smaller than Lionel's Class A.
Interesting tid-bit: From what we can tell, Milwaukee's #10 and #11 were the only two streamlined engines that were hand-bombers! Fired the old fashioned way with a shovel (scoop). They were sheathed by the "Road" in 1936 and 1937, but were already un-sheathed by about 1943 when the sheet metal was donated to the war effort. In spite of their streamlined appearance, it's my understanding that they rarely ever saw 45mph.
I also am considering reworking a Lionel or AF for conversion. The Lionel shell will require more cutting than the AF but the details are better on the Lionel. I will have to see what shell comes up first for sale. Another option is to use a Pride Lines shell. The metal is much softer and easier to work with.