You're probably right about that. This wig
is the best reference I know of where lots of the craft foam was used, but Katie's low on details. I'll scour her book for you.
EDIT: I must have imagined that there was a full description of that wig. Anyhoo, the book says that you can use hairspray or glue get the fiber on there, but that the smooth texture takes practice to make it look good.