Simple build here: I got premade wood frames from
Acoustimac which I sanded and painted black.
The styrofoam mounted and glued into the frames.

I found this paint which I tested on a spare piece of styrofoam to make sure it doesn't melt the diffusers. It dries quick and has a decently nice finish.

I only Finished one of them.

2 will mount to the wall, but the other 2 need to go in front of a sliding door so I need to work out some kind of stand for them.
I'll post more when I've got them all done and setup in room.