Some interesting ideas. Keep 'em coming.

Wallpaper (finally) occurred to me this morning as well. I'll have to
see what I can find that's good and thick.

I guess I don't know what "butcher block paper" is. Ordinary white
butcher paper would, of course, be entirely too thin.

I'm curious why those of you recommending various sheet goods such as
Luaun wouldn't simply recommend cutting strips of a 4 x 8 veneer
sheet, which can more easily be curved.

The problem with all the sheet goods is that I'd end up with three
seams. There is no flat portion to a 4x6-foot oval.

I used Bendyboard to create a living room wall last year, and may have
some scraps left. But in the direction of the kerfs means that each
strip would only be 48 inches, giving me four seams instead of one.
And I'd have 1000 tiny kerfs to fill with wood putty on the exposed
edge.