Ok, here is my suggestion.

1. 3 CE to enter danger room.
2. After each 3 waves you have the option to leave and get the loot or to continue to the next stage, which has 3 waves.
3. Continuing to next stage would cost 3 CE.
4. At each next stage the monsters HP/DMG/Defences( possibly change monsters ) are increased but they drop more heat and crowns.
5. More stages you complete the more chances to get rare items and better loot from boxes.
6. You can put this kind of special danger rooms in t3 only.
7. The rooms have certain probability to be found at random floors. ( Point is, that these rooms don't always appear and maybe considered rare ).
6. You can get special achievement for very good results. Like special costumes for doing 10 stages or some special items.

There can be some problems I didn't think of, but in general if you are strong you can go up to higher stages, if you are weaker you can stop midway.

What do you think, I don't think it is hard to implement since all you do is add HP/DMG/Defence to monsters and keep looping that's all ( if it is hard to add new rooms you can just just change current danger rooms )