ORIGINAL: Trev
The pre-formed wire solution also is appealing, the TE spacing would be rigid and secure with constant-depth scallops. One difficulty here might be to bend a continuous piece of music wire to such a shape and ensure that all scallops are 'in plane' (perhaps with a kind of jig??).
After I posted last night I found myself wondering if thin solder might not make a neat material to make a pre-formed TE from. It would be easy enough to make up a wooden tool to put the curve in the solder.