Given the sheer size of those gauntlets, I'd look into insulation foamboard
. Home Depot or Lowe's sells it in gigantic
sheets with varying thicknesses.
Foam is light, which will help reduce the strain on your arms. I would get a foam cutter, though, since you do have a handful of pieces that are curved. (Carving this stuff can be a little time consuming, especially if it's thick, and requires smoothing at the edges if you use a standard knife.)