Hi there, The clay is called Steadtler Fimo Air Light. It's an airdrying clay and dries extremely lightweight, so is ideal for using on the dolls, no balance problems when I use it on the heads! It's a spongey texture, but easy to smooth and delightful to work with when you get used to it. It's just not quite as dense as usual clays, but it's my favourite now!
It comes in 250g packets and I'm in the UK, so it costs me about £8 a packet. Hope this helps.