I would avoid hard plastics and go for foam/batting covered in cloth personally..
The idea being that the dog won't let you know if it's chafing at all.
Also, it's far more flexible and can be made resistant at the same time. Hard shells are liable to scrape up/crack and stuff if the dog rolls or something.
There's actually a stuffed animal grunt pattern on HBO somewhere.. maybe use it as a reference?
Attach a modified respirator to the muzzle? and the large pyramid back could be directly attached to a harness.. the stomach/chest could just be foam/cottonball/batting "piping" within a dark fabric. Two layers.. with padding between it in the shapes you want to create.
Go for the gusto by geting a recording of the final grunt on H2 or H3, and having it play through a sound device in a compartment on the pyramid.
Much more "animal friendly" and probably much more resiliant too. You could get a stiff batting and use it on the pyramid too, to hold the shape you wanted.
Or.. you know.. risk getting nailled for animal cruelty whenever you take the dog out anywhere.
The gun could be a pillow that's tied to it's paw, or better yet, a plasma pistol hanging from a loop on it's belt, like it could draw and fire whenever it wanted to.. for that, I'd use painted wood.