I've bought and built a host of Graffam's kits over the years. Up to now I've always printed on cardstock (you can't fold cardboard or foamcore....) this works very well, as long as you base the models on something a little more rigid (something I strongly recommend, it improves the appearance as well as making the models more sturdy.) If you can find very thin corrugated board, that works pretty well for basing (USPS and UPS mailing boxes are made of this.)
I've started all new terrain for Frostgrave and since I have to have quite a lot made before July it's pretty much all going to be paper model (it's MUCH faster than resin kits or scratchbuilds, in my experience.) Since I want a little more depth than cardstock provides I'm just using Dave Graffams "Tall Ruined Walls" mounted onto foamcore then cut down and assembled into building ruins. These are augmented with some of his "low wrecked walls" (which are already 3D) and Finger and Toe's "Ancient Ruin" (also 3D.)
The models built on cardstock are perfectly fine (though you'll want to go over the creases with paint or black marker) it's just the wall depth bugs me slightly.
These are my first attempt at winter terrain, so it's going to be interesting. I picked up a couple different snow flocks at Cold Wars over the weekend so we'll see how this goes.