Do you use clay at the bottom of their feet so they don't fall over?
Actually, I build a rail using those 1x16 bricks which have the technic holes in the walls, and then I use the black pegs to keep them standing. Amazingly, because of their large feet, it works perfectly. Then I simply have a sheet of green screen cover the rail.
The problem with clay is that it would probably melt or crack under the studio lights.