I started the knights with a set of profile paths (much like a CAT scan takes sliced images) in Illustrator, then tilted and positioned each one in 3D space.
With much tweaking and experimenting I lofted or skinned these profile sections to create a seamless contour, which in the case of the knight, was pretty complex. The gold sections were unique rounded cylinder shapes, placed over the core knight polygons, and surfaced with a gold material. Careful lighting enhanced the contours quite nicely in these renders.