I first made a pattern on cardboard. I never use corrugated cardboard, I get sheets of this stuff from work that is like cereal box cardboard, only much thicker. It is much easier to shape into curves smoothly and is great for patterns.
I used the pattern to make cut the shape out of Sintra, then after sanding the edges smooth and shaping it in near-boiling water, I glued strips of half-round styrene to the edges to make it a little more ornamental. I tried at first shaping the sintra with my new heat gun, but even at low setting it wanted to buckle the Sintra.
This is the basic Diadem built, I changed the green gem to the oval one in the final picture as it was more accurate. after a few touch ups with some spot putty, it was ready for paint.
I probably should have brushed the dust off of it before taking the picture, but you get the point !