If anyone chooses to take the time to make your own vacuum forming machine, plans for a simple yet very adequate unit can be found at http://www.halloweenfear.com/vacuumformintro.html
It took me less than an afternoon to make it. I decided to use .060" ABS plastic sheeting for the enclosures due to ABS's toughness, it's flammability rating, and it's ease of forming. Once the pattern has been made, forming is a very simple matter.
It goes without saying that you shouldn't use composite or plastic parts in an environment where you would expect high temperatures. I my opinion, the ABS is a good choice for this application. Under normal conditions the shroud will never get hot enough to melt these plastic pieces. If it ever does, they will be the least of my worries.