Feels odd....

A few options spring to mind, not sure which is best:

Green stuff
rubber bands (or those "loom" things they seem to sell everywhere now)
cotton - probably most convincing, but hard to paint, so you'd have to use brown cotton and not worry about highlights.
paper - bit fiddly maybe, especially at 15mm, but will stay in place and is easy to paint.

Can I ask why you don't want to use a Roman as a statue?

I've still got plans to build Archimedes Death Ray on my baggage marker. Need to paint some Hoplites first though...

Kieron wrote: Archimedes Death Ray

Doesn't that need a cliff to sit on? Not that this is necessarily a problem...

Its not loot, its just being transported!

Oh...

Yes it does need a cliff, wot I will make.