Hack a slab off with whatever kind of saw. A belt sander works great for shaping but watch your fingers! You could hot glue it to a scrap of wood and shape it, then remove it and prep the surface for glue. It's basically like a fingernail. Loctite super glue gel bonds this very well, as will epoxy. A fingernail buffing tool (pad) polishes them up really well too.
If you go to the build-a-long page and read the St. Judes BBY thread, you'll see where I prepped some overlays for the limb tips. I was using cow horn, but the process is basically the same, only the hoof is thinner.