Sure. I use two layers of foam. I didn’t use camping mat, I used a harder PE45 foam that is sometimes used to make hilts on swords, so unfortunately you may find that hard to come by too - mine was from Dunlop Foams.
My construction technique was similar to Bryn’s, which he outlined here.
I cut the shield shape out in two pieces of foam, with one slightly wider than the other (especially in the widest places, where it may need to be a couple of centimeters wider) so that when I curved them together their edges would be closer to flush (because the outer sheet has further to go around the curve, it needs to be wider).
Unlike Bryn’s mine were boss shields, which meant I needed a central grip. So I cut a circle out in both pieces of foam, for the hand to go into, and I didn’t need to use a central sheet of fabric as Bryn did to act as support for his straps.
I prepared a fibreglass rod to run vertically through the shield (between the two sheets of foam) to act as the core for the grip when it runs through the holes in the foam. To prepare the rod, I put duct tape over each end of it, taking pieces and wrapping them around the end of the rod and then sticking them to themselves, so there were rectangles of tape at each end of the rod. This will prevent the rod coming through the shield’s foam, and also stop the rod from turning inside the shield. I also added a handle to the rod, lining it up to be where the holes in the shield would be. My handle was a short section of PVC pipe, glued to some small strips of foam that were glued to the rod.
I glued the rod to one of the foam shield shapes, running it vertically up the shield shape and fitting the handle into the hole. Then I glued the two foam shield shapes together. To produce a curve, bent the inside piece of foam into a curve and glued the top piece of foam onto the curved shape. Bryn did this with a former, I just did it over my knee. I started the gluing at the bottom point of the heater shield, and gradually made my way up, glueing about a quarter of the shield at a time and ensuring that the edges and the holes of the two pieces roughly met up.
Once the glue was dry I cut off any major mismatches in the edges of the two pieces, then the shield was ready for its center boss and edging. I used Derek’s foam shield boss pattern, and glued the boss to the outside of the hole in the shield. It’s actually best to make the boss first, so that you know what size the hole should be - it should be the size of the inside measurement of the boss. I decorated the edge of the boss with a ring of foam cut to 4mm thickness.
For decoration, I cut strips of foam that were half the width (4mm) and run one first around the outside of the shield to conceal the joining of the two sheets of foam, and then another one onto the face of the edge of the shield, overlapping onto the first strip.
I painted straight onto the foam with ordinary water-based paints.
Man, this stuff is hard to describe without pictures.