Some advice for thicker plastics is to heat it then try bending it to the shape you need. Then hold it until it cools and it should (with thick plastics) hold it's shape or curve. The thing I did when I needed to make my gauntlet was put straps on the underside that were tight, so the straps would actually hold the plastic curved from beneath.
So you have a couple options, but the main piece of advice most people would give when dealing with thick plastics is to heat it with hot water or a heat gun, or even in the microwave (though that last one has the tendency to go bad, I've heard). Then (wearing gloves or mitts), hold the plastic in the shape you want until it cools. I've not tried that myself but I have read that it works well with the thicker stuff.
