I haven't made any for hands... but I do have feet.
It's not a good picture but basically I took two sheets of foam for each foot. The foam was actually intended for chair cushions and was green. I traced my foot onto a sheet of paper and designed the paw around it. I cut out the paw shape in all four sheets of foam. Then I carved the shape of my foot into two of those pieces. Since the foam wouldn't feel great on the feet, I glued fabric to line the area. I chopped a whole into the remaining two pieces where the leg would go through. Glued top pieces to bottom and lined the ankle area with a bit of fabric, covered the whole thing in fabric. I used yarn to separate the toes. Start at the underside at the base of the toe, drove it up through all layers of fabric and foam and when it came back out the top, just pulled it down and tied it to the other end.