Dot and dab would be easier overall but it's a messy job and not as accurate as fixing batons. 25mm drywalls will be fine just don't sink the heads in too far, if its a problem you can always angle the screws slightly.
A bit of no nails will be fine.
Little project, very easy to make and a good talking point. I made this out of a bit of softwood in the garage. I finished it with some bees wax. Took about 15mins so worth a go.