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You could also use insulation foam board! It comes in a sheet probably 2'x2' and maybe 3/4 inch thick? Its stiff and will stand on its own. Its carvable and sandable but you have to seal/prime it before you paint with a non-aerosol coating such as wood glue or gesso, because it's sensitive to spray paints and harsh sealants (it'll eat it/dissolve it) You can get it at hardware stores!