As the title, has anyone fitted anything similar to this, and what is in the MIs or guidance around the actual insert ..? Does it need to be cement board for example ..? 
 

https://www.livingandhome.co.uk/products/35inch-47inch-indoor-under-tv-bio-ethanol-fireplace-wall-mounted-biofire

I had a free-standing one - a bit smaller - many years ago. Absolutely rubbish, very little heat, almost invisible flames ^^.

 

https://cdn.shopify.com/s/files/1/0667/5357/files/modernblaze.com-How_to_Install_a_Recessed_Ethanol_Fireplace_1.pdf?15911223302447120822 (different product, same idea) suggests cement board or something else fireproof. I'd suggest you'd get better results from one of those fake-flame fan heaters, though.