I tried to use dark plexiglass to make a lenses on my trooper bucket and I used dremel and the cutting disk. The glass had protective sheet on it so it did not crack.
The problem came when I was trying to get the curve.
I managed to make the curve my butting the pice in a pot of boiling water.
In a few minutes I took the pice out and held it shape with my hand and put under cold water.