A method of making a foamed article comprises (a) milling a block or sheet of thermoplastic polymer to form a precursor; (b) crosslinking the thermoplastic polymer; (c) heating the precursor to a first temperature to soften the thermoplastic polymer; (d) infusing the thermoplastic polymer with at least one inert gas at a first pressure that is sufficient to cause the at least one inert gas to permeate into the softened thermoplastic polymer; and (e) while the thermoplastic polymer is softened, reducing the pressure to a second pressure below the first pressure to at least partially foam the precursor into a foamed article, wherein the foamed article is substantially the same shape as the precursor.