I've done business with Plastics Supply and Fabrication
http://www.psandf.com in New Orleans. The owner is a real expert in short run and one off plastic work. He has done a lot of plastic work for submersibles for research and deep sea diving.
We needed a clear SES model for flow visualization experiments in our towing tank. We provided him with male molds made of pine MDF and formica. He heated the plastic sheet in an oven and slumped the sheet onto our molds. The oven was interesting. Insulated steel about 10' tall, 10' deep and about 1' wide and natural gas fired. The plastic sheet is hung from a rail that runs through a door on one end. Temperature and timing are the hard part.
I have used a gas grill to duplicate the method on a small scale. I have also bent acrylic sheet with a propane torch. Lots of trial lots of error. My parts were ok when painted but not the optical quality parts that the pro produces.