I loved Chris's attempts too! Perhaps we should have a contest - who can take a pic to look most like Shawn's...
Shawn, I hope you don't mind our teasing. WE DO LOVE your picture , never change it.

Miryana,
You know I never looked at the grade on the sanding. It is just the ones that came with the Dremel.  I do think it is a medium grit though.

Thanks, Shaw,
I remember trying once, and it worked, but it was very tricky - you can easily cut into the foam and you can't control those cuts easily. An exacto knife worked better, but I had to change the blades frequently.
Other tools I can think of are hand needles, the very, very long ones for soft sculpting, and a curved needle from the upholstery kits - they are perfect for hard to reach spots. My puppets are one of a kind, and it takes hand stitching to get them done. 

I go to thrift stores. That thing no one can figure out what it is is sometimes the perfect tool (I.E. Garlic pres- Think clay marionette hair)