I have two pieces of the heavy (thick) foamcore that are taped together down one side. It's huge, I think 4x10 each? (Believe me, I didn't buy these, but it was something DH had, it's got a space shuttle photo on the other side
) Anyway, it's a bit taller than the ceiling so it leans on an armoire that's behind it, not too much angle, and when it needs to "go away" (guest room) it folds in the middle and I slide it behind the door. I used T-pins to pin white fleece at the top & on the sides, just pin directly into the foam from the edge, voila, no holes! The fleece just overlaps a bit at the middle and hasn't caused any problem, it sticks to itself.
Florence