wonderflex is what some of the Japanese gundam cosplayers use to make their robot costumes. It seems to be able to take a lot of abuse, but they also use thick craft foam, which is very fragile when heat formed and doesn't retain its shape. It is easy to work with, but I wouldn't use it for everything. I have only used it for small things. Here's an example of craft foam and wonderflex.
As I understand it, the helmets are a combination of the two.
The guy in the middle was photoshopped in there...I couldn't resist.