I have an oval glass insert in my entry door; any suggestions for a DY

I’m sorry what are you asking please?

You could have a piece of 1/8" -1/4" plywood or luan cut to fit in the oval and then do a paint treatment on it. or you could simply get some decorative adhesive window film and put it on.... they make it in a myraid of colors and designs including stained glass that would be pretty.... https://www.amazon.com/s/ref=nb_sb_noss?url=search-alias%3Daps&field-keywords=decorative+adhesive+window+film+in+stained+glass

ARTSCAPE window films are awesome !!!!

There are many, many styles of peel and stick, or decal type repostionable (maybe a new word!) semi transarent materials available for glass. These will give you some privacy with a beautiful stained glass effect, that you will need to measure and cut youself. Amazon and Wayfair both have huge selections.

If you're crafty, there are paints available that adhere to glass like GalleryGlass, https://plaidonline.com/products/brand/galleryglass ,

which even has "leading" to simulate stained glass, and a plethora of stencils are available if you dont want to wing it.

Finally, if you have a fairly generous budget there is a company called Pixels, https://pixels.com/, that has a huge selection of what they call "window stickers", that are made to order for your window Have fun!

Easy to install, too.

Search glass film and you'd be surprise at all of you options. Here is one sight, just to give you an example.

https://www.decorativefilm.com/elegant-textured-films

Thanks for the suggestions, but I was thinking more of covering the oval with fabric or custom made curtain