I make my pieces by making a pattern and then cutting the upholstery vinyl with an Exacto blade.  I usually start with a silhouette of the primary figures to use as a base and for the shadows and then I use a temporary glue to hold the top pieces and sew them on with an industrial sewing machine.  Home sewing machines aren't up to the task.  I almost always finish with the face, because as I work on the piece, I usually need to fold it to get it through the throat of the sewing machine and don't want to create creases in the faces.  I started working on these 6 or 7 years ago and I basically taught myself how to build them.  Hands and eyes are my favorites to make.