Step 2: Cutting out and assembling the legs
I then assembled the leg with several long strips of cardboard, softened as before, and wrapped around the sides of the leg. Patience is key, letting the softened cardboard form to the shape that you want. I'm getting better with the use of the hot glue gun!
To help keep the two halves of the leg separated by the proper distance, I tacked in a 2x4 piece of lumber temporarily between the two halves of the leg.
I later ended up gluing a 2x4 in permanently, but it was oriented so that when assembled with the body, I could put a long wood screw through the wood, and securely attach it to the body -- which had another piece of wood glued into it's inside.
The cardboard however, has an un-mistakable look of... cardboard. I decided to cover the legs and the body with wallboard joint compound and sand it flat. This covers a number of goofs and bumps.