I made up some hand armatures with wire and milliput and then skinned them with fine sporting injury foam dipped into latex. I didn't dip them in latex, but left the texture of the foam exposed as I didn't want a shiney quality to them and then added bits of ripped up book pages alike to the head.
If I had the time I would have made the hands out of balsa wood to be inkeeping with the head, however this would require lots of replacement hands as I need them to move, so this is a much quicker alternative and will hopefully not look too alien to each other under camera.

For the hands that you can see above, I used the lighter colour foam (left image), however when I make them for the final puppet I will be using the darker foam as seen in the right image as it matches the colour of the wood better.

I tested the two head that worked well under camera and lighting to see how they looked on screen.

Balsa Wood:

I thought they both worked well on screen. I do slightly prefer the balsa wood for a few reasons, the main one being that it is a really light material and doesn't affect the movement of the body armature. It is also really nice to work with and the definition of the face showed up a lot better than I thought it would. The sculpey, foam and latex head does look really visually nice, however it is really quite heavy and had an impact on the body armature. It was also shiney in places because of the latex and I want to try and avoid this.

What I want to try next is adding book pages to the balsa wood, like I did to the foam and see if this adds the nice textural quality that the foam head has.

Once I covered the whole head I added bith of ripped up book page onto the surface.
I was surprised at the end result that it did have a papery quality to it. However it was also quite shiney due to the application of the latex so I would like to test this head under camera to see if it does look too shiney.