A coozie is the thing that goes over a can or bottle, keeping it cold. If you could take 4-6 layers/wraps of that on your mash tun, it would probably hold the temps very well.
I used aluminum covered bubble wrap and it worked well, until some of the bubbles popped, possibly due to heat.
Another option would be styrofoam cup material used in the same way.
Any one know where to get this stuff, I would appreciate.