I've seen a few and some posts on DIY. The hotheads are certainly just a thick cardboard with a stretchy material put on them and held with staples so they aren't rocket science.
I've also seen some made of sound adsorbing acoustic foam which didn't look half bad and probably worked really well for both sound and heat.
The challenge can be getting them to stay put, double sided tape just doesn't ssem to last so a more permanent glue or even Silicone may help.
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It seemed like a good idea at the time........
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