On that note, use an extra long tube of foam and cut the top and bottom of the tube into 6 to 8 half-ellipses of equal height and equal width (kind of like those paper Burger King crowns) (the height & width do not have to equal each other). When the "edges" of the ellipses are glued together, they will meet at the points and along the ever widening sides and will form the rounded effect you want. (Think of a twill ball cap and how the panels meet at the top under the button.)
Check out the black-and-white sketches in the middle of this link to understand this idea:
Butterick Hat Pic
I used this technique to produce a LarryBoy (a cucumber a la Veggie Tales) costume for my son a few years back.
You will have to experiment to get the dimesions just right but that cheap playground ball will come in handy because you can get them for about 99 cents and they're already spherical. Use your craft knife to slice and dice half of one and you'll end up with a "pattern" which you can reproduce on a copy machine and enlarge or reduce to fit the actual circumference of your "capsule".
Finally, if you already have a puppet pattern, you might want to consider using the pattern for the top of the head (which is comprised of pieced and glued foam) forms a pretty reasonable half sphere (which could then be secured to the top and bottom of your tube).
Knowing what you have to work with makes it easier to suggest another option.
Hope this helps!
--Melissa
P.S. I just saw Dave's reply and that's right in line with all this *stuff* I just typed!