Most people think PZM mics are these fancy things and that there's a lot more going on under the hood then there really is.
It's really simple actually and you can do it with a mic you already have lying around.
Take your trusty Shure SM57 and place an eighth of an inch from the wall that's absorbing the sound of the instrument that's being recorded (playing).
That it!
The 57 will now capture the pressure of the sound from the wall and because of it's polar pattern will reject any of the other sounds around it.
Try it out for yourself.