Welding shields can be a pain to cut with a dremel, the material tends to form some very thin web-like strings when cut.
I think you will get the best result if you just cut on a low speed setting and take your time.
If you want the "bridge" between the cheeks on your helmet like in the picture above i would suggest getting a piece of clear Acrylic/Plexiglas, that way you wouldn't notice the "bridge" from the outside.
