Your link is privacy locked, but I get which character you're going for.
You have a few options. FOAM (I know you said no foam...). Upholstery foam cut into a rube and a half dome (via multiple pieces glued together) joined together will give you a good base shape, be light, and collapsible for travel....
This guy looks to be upholstery foam, but without a fabric covering
Wrong character, sorta the right idea
You could also create a "cage" out of pvc, especially a sturdy shoulder/waist harness!, and cover that with batting and fabric.
Also, I highly suggest using speaker fabric or black buckram for the mouth/eyes as you can see out but others can't (as easily) see you.