Reference pictures are always a good help~ But since I sort of know what you're talking about, I'll take a shot at it.
They seemed to just take a pair of headphones with a mic attached and paint around it yellow/orange. Seems like an quick fix for something like that, but not completely accurate.
If you're really going for accuracy, I suppose I can recommend modding a headset if you're good in that field. Otherwise, go from scratch with some good ol' craft foam, paper mache, and other pieces you can find around.