hmmmm they'll need to be light weight so you don't weigh down his head too much....maybe paper mache? Or tin foil (might be easier to mold) wrapped in paper? On second thought it might be easier to have a tinfoil base and a thin layer of paper mache on the outside. There's the spray on clear coat stuff you can get that would help protect them form the paint chipping
Equestrianism; 10% luck, 20% skill, 15% concentrated power of will, 5% pleasure, 50% pain and 100% reason to remember you're absolutely insane to be riding a beast that big.