Hi, Leddy,
I would try metal foil. Modelers for years have used lead foil. You can buy it, but most of us scavenge it. A very common source is wine bottles--the foil used to seal over the cork and mouth of the bottle. These days, it's not as likely to be lead, but other metals are used, and it's a great source. I have friends who save me packets of the foil from their wine bottles.
I also scored a bucketful of lead foil from my dentist, when he still used film X-ray blanks. They were shipped in little lead foil packets, to keep them from getting contaminated by stray radiation. My dentist was glad for me to take them, because otherwise, he had to pay for an environmentally-sound disposal service to take it. More and more dentists are switching to digital X-ray cameras, though, so that source will dry up.
You could also use better grades of kitchen foil. The better grades are thicker than the cheaper grades, and that makes them more suitable for this kind of use. I use kitchen foil to make flags for my 54mm figures, for example, as well as horse blankets, and reins and other bits of tack.
And you could also use putty, rolled very thin, and then cut into strips to fit.
Hope that helps!
Brad