Here, I answered my own question. This is a piece of foam with a much sharper curve than I need to cover, covered nicely with Nelson's black. It turned out to be way easier than I thought it would be.
This was done with Nelsons, an old Monocoat iron turned low, and a Hanger 9 heat gun wielded with great care to not overheat anything.
I tried doing the other side with SLC. It looks like SLC will do compound curves, but not at foam-compatible temperatures. I was getting it to start going around the curve, but the foam was definitely melting underneath.
If you haven't used Nelson's, use care. First, I don't think it's fuel proof. Second, every skilled builder I know who's used it (including me) has a love/hate relationship with the stuff. It's light and it looks wonderful when it's done right. On the other hand, if you ever let the adhesive side touch itself, even at room temperature, it's permanently bonded. The only thing to do when unauthorized touching has happened is to wad up that piece (it wads up Really Easily) and start over.