iaflyfisher,
I found that when turning the soft craft foam that the actual shaping is more melting it that actually sanding it off. I've used toothpicks as a mandrel which actually holds fine, until you put too much pressure from the emery board, then the toothpicks break. After switching to the nail, problem solved. By the way the nail I'm using is a paneling nail. It's about the diameter of a standard round toothpick, but has small ring shanks in it that hold the foam great. If you put too much pressure on the foam, you can stop the foam and strip out the hole rending the body useless. Like anything else, it just takes a little practice.