I don't know if I would ever build a bunker inside a green. We talked about it on one of the greens at The Sheep Ranch -- I think it would have to be a project like that for me to think about it seriously.
I'm quite fond of some holes with bunkers intruding into greens, but generally only if there is a way to use the slopes to putt around the bunker, a la the 7th at Ballyneal or its genesis, the 7th at Crystal Downs. At the Downs, in maybe 150 rounds over 20 years, I have twice been playing a match with someone where there was just no way to get a putt closer than 15 feet around the bunker, and decided to chip over the edge of the bunker. Both times, I made par, and my opponent(s) pretty much folded from there. But I'd be afraid I would take a chunk out of the green if I tried it now.