[big al hunter]

Door and hardware specialty companies sell strips of intumescent weather strip with adhesive on 1 side, approximately 3/8 inch wide and 1/16 thick. Should be available locally anywhere. Not sure what the cost is because I haven't worked with it for many years and never had to purchase it, just installed it.

Also on the fire proofing get intumescent fire caulk for the edges of the drywall. It will seal the gaps and increase the fire resistive property of the safe. If you can't find it at home depot look up your local Hilti sales rep. Or check at drywall supply companies for construction.