I have been using plastic sheets with printed paper at the beginning. After I bought a lasercutter, I could now cut out the shield. Since plastic melts, I am using the material called Polybak. They also call it Lazerboard or similar. This one is 0.4mm thick, enough to attach a brass rod to glue it to a figure. I tried the thinner Kraftpaper, which would look better but it is less than 0.3mm and the could not keep the brass rod sticking to it.