I did mention, way back in the Woolly Dionysos post, that I was planning to make a Woolly Valkyrie. And I did, at the time, and here she is, finally. Pictures in reverse order of creation.
She need a spear and shield, but I don't currently have the stuff I'd want to do that with, so here she is.
Dissassembled, or not-yet-assembled, Woolly Valkyrie: