Low density EVA craft foam.
A semi soft and flexible low density EVA foam that's suitable for making props and armour.
Use contact adhesive (UHU will work if applied to both surfaces then allowed to go tacky). PVA will not work. Super glues (cyanoacrylates) work well for small pieces – adding details, for instance.
A hot glue gun can be used – with care (and not advised for 2mm). The heat of the glue will affect the thermos-formable material.
Information sheet available: A guide to EVA foam (1.7Mb PDF)