Edit 10/1: I added some more details; a wooden dowel for the stem & I replaced the armature supporting the head with a dowel as well. I also cut out some felt details and attached them with hot glue, and instead of making arms I finished this off with a cape. 
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- a wooden dowel is a lot more supportive than thin wire; this also lets the head freely rotate.
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- to make the dowel easier to insert into the foam i sharpened it with a pencil sharpener.
Original 9/30:
I left this guy armless because I was running out of felting time ^^;;
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- before cutting into thirds
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- carving the head
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- parts laid out
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- i used italian ice cups to hold these legs in place while i glued them into a nicer shape
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- felting the legs
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- after attaching
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- underneath
In order to attach all the pieces to each other i used armature wire & spray adhesive for a stronger bond. For the legs (and the worm) I also felted into the base (after they were glued) to make the pieces slightly more cohesive.
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- test with styrofoam
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- test with floral foam
I originally was going to use styrofoam, but it was difficult to carve without being fairly careful & I didn’t trust its resilience. I also opted not to use floral foam because it isn’t feltable (at least not easily?) and I felt like it was breakable. I ended up using polyethylene foam which was a nice surface to felt into– the final product is a sculpture that is soft to the touch but not posable.