After I had bought some Balsa wood and some more 'Daz' (air drying clay), I started to flick through my history books and dig out useful reference. A good guide to these fortifications can be found at the back of the Warhammer rule book. Although, I used clay rather than the hard foam suggested.
Next, using a sharpe file, I scored some 'plank' lines into the Balsa wood and cut it to the shape of the battlements.
Once they were scored and shaped, I stuck them to foam card with masking tape. I also added the vertical pieces to the battlements, giving them their Roman look.
Again, like with the Roman Villa earlier on the Blog, I used a model figure as a guide for scale.