Cut the parts out of 1/2″ plywood. We like the lightweight Sande Ply from Home Depot.

Next pin and glue the parts together with Titebond 2 wood glue. I used a pin gun, but one could use wire brads and a small hammer.

Wood finish or paint?

If you use paint, I would recommend carding lightweight spackle into the wood to fill the grain and any imperfections, then latex primer, then enamel paint. If you want to use wood finishing oil, I like Minwax Antique Oil Finish.