While this is something that most people wouldn't want to do to their home now, it might be something that you would want to consider doing in bad times when the rule of law is failing.
NOTE: It is poor tactics to attempt to defend a building from inside! This is a method to render your home safer from random shootings, drive-by shootings and the like. A determined attack would have to be defended from outside the house and likely with more people than you will have available.
In most homes built in the last 50-75 years or perhaps longer, internal blocking in the walls would make using the actual walls difficult to impossible, as would insulation in homes built in the post-70s oil shock. You could pull down the drywall, rip all that our and then put up plywood or something similar and pour the gravel in from the top, but I think there is a better solution, and one that can be easily undone once things get back to normal.
Build new walls inside the original ones. I's use 1/2" (or whatever weird dimension passes for 1/2" these days) plywood on its side to give you a 4' tall protected space. For an extra margin of safety, consider making them thicker, perhaps by using 2x6s rather than 2x4s. You'll also want to use screws with washers or something like these Grip-Rite nails to help keep the inner wall from pulling loose from the 2-bys as happened in the video. Use large angle brackets to attach them to the studs in the existing walls. Leave the tops open so you can top off the gravel if needed. I'll leave things like working around heat registers and electric sockets to the builder.
My only serious concern is weight, but given these will be at the perimeter of the structure, I think the structure should be able to bear the weight. If your house is on a slab, Bob's your uncle. You could also use this in a single room in the house to form a safe room, but be aware of structural support issues.
And boy, do I sincerely hope it doesn't get to this. But I think I'll get a materials list together, just in case.