I'm not sure what you mean by "figure heads", but if all you need is a material capable of machining that makes something you can take a mold from, I'd suggest machinable wax. It's easy on cutters, doesn't make nasty dust, cuts quickly, and you can melt old patterns down and cast new ones (but make sure you allow for shrinkage in the new block, which is considerable.) One place to get it is machineablewax.com