I suspect they are created with a CNC mill. How the folding was done would be interesting though.
UDPATE: There is a more recent post on this topic here: Open Source Kinect Fusion – Update
The preliminary source code is currently available in their SVN repository’s. The code relies heavily on the NVidia CUDA development libraries for GPU optimizations and will require a compatible GPU for best results.
Besides the Kinect the library supports several other sensors. Moving forward, the developers want to continue to refine and improve the system, and are hoping to improve upon the original algorithm in order to model larger scale environments in the near future. The code is still beta, a stable release is planed to coincide with the upcoming PCL 2.0 release.
I’m definitely looking forward for to what the Kinect community is going to do with that.