Shada mentioned your project to me over the weekend, and I thought I'd pop in to suggest another option. I bought my brother a faux taxidermy My Little Pony for Christmas this year from an Etsy seller (yeah, I know how weird that sounds, but it was really adorable when it got here :)). The hair on that was actually plush, like an extra limb, instead of yarn at all. So you could go that route if you wanted to avoid the fun fur?

(http://www.etsy.com/listing/153679008/my-little-pony-taxidermy-all-mane-ponies?ref=shop_home_active)