Looking on there site they say there medium is clay paint paper mache.There maybe some latex on it too just a guess.
Agreed, I spent many months pouring through prop sites and recognized the images immediately. There is a tutorial for it as well.I seem to recall a discussion a few years ago about Pumpkinrot's work.
I believe the conclusion was (as it was confirmed by ol' Pumpkinrot himself) they are indeed make of paper mache, and painted.
Some of his more recent work may be more than that, but his older items were "simply" paper mache.
Nothing simple about them of course - I wish I had a tenth of his skill, so my haunt would be amazing!