I've heated painted worbla/foam before. It works, and the paint was fine, but you do have to be careful not to let it get too hot. Though, if you glue the filigree to the foam mask, then heat the mask to shape it, the filigree should be just fine and stay in place. Then you're free to seal/paint it.
F! Ardyn Izunia - Final Fantasy XV - Done!
Logix Fiscario - Atelier Escha & Logy: Alchemists of the Dusk Sky
Escha Malier - Atelier Escha & Logy: Alchemists of the Dusk Sky