Hi All and Happy Holidays!
I use paper clay for my students puppets (heads and hands for hand puppets). We air dry it, as it says on the outside of the package. It worked fine. I keep the extra clay in ziplock bags, and they may wet it and as well as what they are working on to add more clay. We gesso it after it is completely dry and then paint with acrylics. Our handpuppets are small, and for anything bigger than that (i.e. marionettes) we use paper mache instead. My room is not set up for a clay studio (we have another art teacher that teaches ceramics), so I was looking for a additive/subtractive sculptural experience for my puppetry students, and the paper clay fit the requirements and is infinitely cheaper than fimo or sculpty.