It all starts with the barrel of the device. This measures up to a cylindrical tube 75mm outer diameter and about 300mm long. A decent bit of wall thickness helps for stiffness but isn't critical. Home drainpipes are just around the right size if you can get some. I didn't want to spend the money so had to use a toy plastic tube which I had to thicken up with several layers of newspaper and glue plastered on. I also mixed some black paint into the glue to save some painting effort later.
Everything is then built onto this barrel, starting at the front. Cut out a suitable sized piece of foam and hot glue it around the barrel to build up the shape. I used an old exercise mat about 8mm thick which was easy to cut with a scalpel but also meant it damaged easily and deforms if in contact with the glue gun nozzle, so be careful! Shaping the front piece of foam is done carefully with a scalpel, it'll get tidied up later.