It seems that a lot of folks are looking for more complex shapes than simple curves. While reading through the FoamStream thread last night I came across GPW's need to bend or build a 1/4 sphere. The thought of a geodesic dome struck me as a way to approximate this. I watched a boring but instructional YouTube video https://www.youtube.com/watch?v=vv01yWHo_1o on domes a while ago and drew up in AutoCAD some triangles of the appropriate size. I printed them and together with my 8 year old daughter cut them out and taped them together into a surprisingly strong (for paper) structure.
I know GPW is searching for the Holy Grail of Foamies in heat bending, I'm not sure how much curve that will get.
A little more searching shows that more, smaller, triangles more closely approximates a sphere - so, as with most things, a trade off is made. How many pieces do you want to cut and assemble -vs- how "perfect" do you want your shape to be.
Skining the outside shouldn't be too difficult, careful thought prior to final assembly would allow you to use the skin to assist with the assembly. Unless the canvas has a LOT of stretch, I don't see it being possible to do it with no seems. Canvasing the interior -

Any thoughts?
Glen