The hats not so tough really, but does take a few false starts getting the brim dimensions right. I've done on in 1/35th and used my usual post it note paper, in larger scales I'd be tempted to use fairly thin plastic sheet from Evergreen or similar.
Once you have the dimensions for the brim including the up turned side which is larger than the other side sorted so it looks right it needs gluing to the flattened head. The crucial part is marking out the dimensions for the crown so it fits all the (missing) top of the head you can build up the shape. Fairly simple to this point, the hard part I found was getting the wrapped lungi round the crown right, it's only thin cloth overlapping as its wrapped, really needs to be made one layer at a time.
This is an officer of the Worcestershire Yeomanry I did a few years ago in 1/35th, if memory serves well Kev did a bust of a Cavalry man in the Boer War, he made a slouch hat for that, then scrapped it. It's worth a look at because after a few little errors he got it done rather well.
Personally I prefer the full colour full dress rather than the short lived drab version, though a staff pattern forage cap can be a challenge as well.
Go for it, I love the yeomanry uniforms, well Victorian period, lots of interesting variations.
Cheers Simon