Ya, as jbcurt00 said, I built one that worked well for me. I kinda went "overboard", so to speak, but I enjoyed making my hot wire cutter. You don't need the elaborate frame that I made. You could maybe use an old wooden window frame or hammer together any insulated framework that will support a wire for cutting. I used a fine stainless steel "safety wire" (wire for securing nut/bolt hardware that you want to ensure stays put, such as on aircraft), but an old solid guitar string might work. Remember though, that the length of the wire is proportional to its resistance and inversely proportional to its temperature.
My 60 year old model train transformer provided a good, current protected, variable temperature power supply at 0-15V AC. I found that if I heated the wire to red, it would cut without any resistance to pushing foam through it, but the high temperature destroyed the wire in only a couple of cuts. However, if I got a new unused piece of wire just up to the temperature that it just turned between blue and straw color, it lasted for many cuts and provided a comfortable opposition to pushing the foam against it. My frame had several binding posts for the wire to cut at different angles, but you could just C-clamp a wire to any angle.
No mess at all. I later added a rudimentary cutting table and fence that allowed for very precise smooth cuts. More pictures in the link in my signature. - Grandad