I used carved styrofoam insulation board as is pretty common now. The only thing I think make mine stand out from some that I've seen on other sites is that I didn't want them to look too new. I wanted the look of old, cracked and pitted. Like they had been forgotten in a run-down cemetery for ages. The painting was done in stages - a medium base coat followed by two coats, one light and one dark, applied with a sea sponge.
Installing insulation is one of the most environmentally friendly things a homeowner can do. About 65 percent of U.S. houses are poorly insulated, a 2005 Harvard study estimates. The Best Insulation Types for Your Home | Tiny Homes