Any aggressive surface will work. I use a combination of tools and surfaces to shape closed cell foam Sometimes I use a belt sander with 60 or lower grit. I often use an electric drill with an item they call a paint scraper. It's a disc about 3" in diameter and is made of a wire mesh coated with a carbide abrasive. It's about 1'2" thick. You can find them anywhere for about $4. That works really well. I also hand sand with 50- grit paper or you can use the sanding stuff they sell for wall board work.

No one tool is going to do all the shapes you need. The belt sander is great for making gentle curves and slopes.