Nearby we mentioned Sugru:
I’ve just come across polycapralactone, a plastic which melts in hot water and can be moulded by hand and then sets hard. Perhaps reversibly. Sold under many names: polymorph, whitemorph, coolmorph, mouldphorm and so on. Search for PCL or polycapralactone or any of the brand names.
Anyone tried it?
I think this is the stuff sold in granules for temporary DIY tooth filling. Does just as described, with a working time of a few minutes before setting hard. Not tried reversing it by reheating as the fillings tended to come out with particularly sticky food and get swallowed 
Will see if I have any granules left and give it a go.
Just found some beads in the Department of Dentistry. The granules are hard white 3mm spheres. They become soft at about 60 degrees C and turn transparent and can be mushed together into a soft lump. It remains mouldable for a couple of minutes and turn white again as it hardens. It hardens like nylon, always feeling a bit soft and remaining a little pliable. When put back in hot water it starts to turn transparent, but a lump takes longer to soften than the original granules due to the reduced surface area (compared with the granules), but eventually is remoudable. Looks like there is scope for practical uses, fun and games.