Yeah, I left mine almost until last because of how intimidating they were.
I used mostly cardboard for my right gauntlet, but it was too much work trying to clean it up with afterward, so I did the second with mostly 1 and 2 mm Sintra, glued with superglue and hot glue. Worked well enough; the hardest part is bending the bottom piece so it lines up with the top "lid" properly. Afterward, I hot-glued on some small hinges from the hardware store, as you can see in my photos.