Yes, I've seen others' works, and nearly despaired. They tend to be horrific bundles of wire and electrical tape.
LiR2032 cells exist now (not sure if the mAH values compare to general purpose lithium ion cells), and the VMU has a decent amount of empty space inside to make a simple charging circuit to prevent overcharging, and room for a microUSB connector... I haven't checked the pinout for the ports in the controller to see if power could be tapped from that point, making VMUs that recharge when inserted into a controller, which is in turn plugged into a Dreamcast that is on. Of course, don't want to burn out the controller board in the DC doing that, like some 3rd party pads do on their own.
Truly a niche market for such a plan, but hey. Ugh, now I just thought about a horribly slow trickle charge from trying to charge a 6V battery with a 5V supply.