Stiltbeaststudios is quickly becoming my favorite go-to place for Youtube prop how-to tutorials. In this video is a fantastic method of making your own monster gloves, in this case zombie hands, using Lycra gloves and silicone caulking.
A bit of caution though. I am not too familiar with the chemicals that go into silicone caulking and not entirely sure what it will do if it soaks into your skin during prolonged exposure so build these gloves at your own risk. If anyone knows how safe this is please let me know in the comments below.