Iterative design, implementation, and evaluation of prototype systems is a common approach in Human-Computer Interaction (HCI) and Usable Privacy and Security (USEC); however, research involving physical prototypes can be particularly challenging. We report on twelve interviews with established and nascent USEC researchers who prototype security and privacy-protecting systems and have published work in top-tier venues. Our interviewees range from professors to senior PhD candidates, and researchers from industry. We discussed their experiences conducting USEC research that involves prototyping, opinions on the challenges involved, and the ecological validity issues surrounding current evaluation approaches. We identify the challenges faced by researchers in this area such as the high costs of conducting field studies when evaluating hardware prototypes, the scarcity of open-source material, and the resistance to novel prototypes. We conclude with a discussion of how the USEC community currently supports researchers in overcoming these challenges and places to potentially improve support.