So later this year I'm going to be cosplaying as Misogi Kumagawa from Medaka Box. For those not familiar with him, his weapon of choice are large screws of various sizes. What I am wondering is what I should use to make them. I've gotten pretty proficient with basic prop materials like craft foam, foam board, clay, and gardening foam, but I wouldn't mind using some more advanced materials to start getting a feel for those as well. Here are some reference pictures so you can get a sense of what I am trying to make.
Klaus Von Reinherz - BloodBlockade Battlefront
Kirito - Sword Art Online II
Asahi Kuromine - Actually, I Am...
Triceracop - Kung Fury
Anime Weekend Atlanta
Klaus Von Reinherz - Blood Blockade Battlefront
Ginoza Nobuchika - Psycho-Pass
Sting Eucliffe - Fairy Tail
Jaune Arc - RWBY