Although I've never heard of such a thing...I'm sure they make something. Insulation issues are a valid concern, but they might address that with some sort of foam insulation. Though how you would put a (approx) 1 1/2 - 2 thick panel in a std 2x4 framed wall and get adequate sealing and insulation is beyond me.

One tip is to buy #4 wood shakes to use as shims. Much more gradual taper and a lot wider then those wood wedges Big Box sells. I was lucky enough to get them at a place the made up small bundles out of the usual large ones but even if you have to buy a full bundle they are worth the cost. I doubt though you will find them at big box. Try a real full service lumberer yard.

And when you do shim the door you usually place two tapered shims together to create a flat surface. (like two triangles put together to form a rectangle) Sticking one tapered shim behind the hinge, then nailing it can often twist the door jamb due to the taper of the shim.