I'm only guessing since I haven't done this before, but maybe try thick chunks of craft foam? That would be easier to sew on, I'm thinking.
ACen 2014 cosplay: Lara Croft, Erio Touwa, Shirahoshi Hime
ALA 2015 cosplay: Shirahoshi Hime, Akemi Homura [Haregi ver.], Erio Touwa