when i used to do miniatures full time we used foam pvc sheets, they come in variety of thickness-1mm,2mm,3mm,6mm,10mm in 1200mmx2400mm boards and are available in various colors, we basically used gray and white.Easy to cut,easily sanded and bonds quickly with cyanoacrylate or contact cement.Absorbs water paint and acrylics…should be available at your nearest sign making shop.