I am doing an amazing cosplay for lady Loki and I thought I would share my Helmet
Water down the wood glue but not too much or it won't work well. Glue all 2 or 3 main piece and the middle piece together. The wood glue will make it stay in the rounded form of your face. Tape things in place if it keep moving. Let this dry for a couple hours 2-3 will do. Depends on how much you used.
Glue the horns together edge to edge using hot glue or super glue. Wood glue works too but it's easier if if you don't use it. Attach the horn to the main piece. Then use your watered down wood glue to coat the foam so it doesn't soak up the paint. You want a nice thick coat of glue. The watered down glue should not be slpashy but more thick so you can get this done faster. Let it dry for 8-12 hours. NOTE: once it's dry don't bend it too much or it will crack
Spray a thick coat of clear acrylic. Once it's completely dry add elastic at the back to keep it on.