Hi!
If done right it shouldn't melt the ponies. I've had a recent problem with it being too heavy on one side and making the ponies uneven where their heads don't rotate right. This is a problem I have with G4's only, though!
If you don't want to bake your pony, try Apoxie Sculpt! It's a brand of clay that will air dry once you mix the two parts together. Personally I actually like clays you bake more, but to each his own. I find they all are good for different purposes. They have a website
http://www.avesstudio.com/index.php?page=shop.product_details&product_id=28&option=com_virtuemart&Itemid=1&vmcchk=1&Itemid=1 and I think they ship overseas.
If you want to use Polymer Clay, or the kind of clay that bakes in the oven, I suggest using the brand Premo bu Sculpty. Sculpty itself is crumbly and not very strong. Premo and another brand, Fimo, are both better choices in my opinion.
Also, Super Sculpty is great. You can get big blocks of it fairly cheap and it has a great feel. A lot of professional sculptors use this! It might be better for you, who lives overseas because you can buy a big thing on Amazon!
http://www.amazon.com/Sculpey-Super-Sculpturing-Compound-lb/dp/B0026C1T8C It DOES only come in beige, though, so you'll have to paint it. I use Acrylic Model Paint but I know people who use artist acrylic paint they water down! Those should be easy to get where you are, I would think