Cranberry,  I have used disposable baking pans for a dutch oven.  It was a Cub Scout cooking project and worked o.k.  Basically you need 2 pans, a fairly long threaded bolt, 4 washers, wing nut, and 2 nuts to make a dutch oven.   Assembly from bottom to top is:  Bolt, Washer, Btm pan, Washer, nut, nut washer, top pan, washer, and wing nut.  

I would place the oven on the fire grate, not on the coals.  Then add hot coals to the top.  Controling the heat is the main problem as the thin aluminum heats and cools quickly.  You can't put too many coals on the top!  Rotate the oven frequently to equalize the baking process.  It is also difficult to know when the cake or bread is done since you need to disassemble the oven to check.

This does not work as well as the GSI 10" aluminum dutch oven!