Last night I had my first success in forming an UHMW sphere section.  I made a 10" diameter circle from 1/8" (3mm) stock.  The center is roughly 1-1.5" proud of the edge.

My main difficulty was simply with getting good cuts in UHMW- it tends to melt, and the high density of cuts in my part leads to significant thermal warping.  My successful solution was to screw the sheet into a peice of thick plywood for support (four screws around the edges, plus one in the middle).  I also ran the laser cutter extremely slowly (over 5x slower than our settings for similarly-sized acrylic or wood); this basically melts the PE and blows it away with the air-assist.  The kerf is relatively wide, and the surfaces (covered with masking tape) require some scraping to clean off, but the end result is surprisingly good.