Will you be able to measure the effects on frequency response caused by the addition of your experimental windscreens?
Where can I get those measurements for commercial windscreens? Maybe those are published, and I've just missed it.
In addition to my very nice Shure windscreens, I have some windtech screens. The windtech foam is not very open - at all. I think they're junk. One concern about foam is that it varies. A manufacturer could measure and make nice claims about the performance of their test batch, but then have QC issues in what is actually being sold. Sometimes foam should be discarded but there is pressure on a low end product to sell it anyway. But, regardless, I'm not aware of much measurement data being shared.
As for making screens, I think the best approach is a blimp type design, with fabrics and furs rather than foams. If you do decide to use foam, give it the blow test. See if you can force air through it. It's easy with the good foams, while the bad foams tend to behave more like a solid sheet of plastic. It is possible you could slice up some sheet foam and glue it into a windscreen, or mount it on a form, but it would be a challenge.
Btw, quality windscreens hold their value surprisingly well in the used market. But the foam does wear out, so the prices sometimes puzzle me.