You might try welding gloves or fireplace gloves. (fireplace gloves tend to be longer, and might go up to your elbow).
They're typically made of suede, with an insulated lining. I use them instead of pot holders, but they also come in handy when I'm doing large amounts of grilling (once a year, for our departmental picnic, cooking for a couple hundred people).
The fireplace gloves also come in handy when camping, as you can reach in to move logs if you're quick about it. The only issue is that too long of exposure to hot, dry heat will cause them to harden up and lose their insulating properties. I have to get a new pair every few years or so because of the way I use them.
I also have some really heavy duty rubber gloves that I got more as a joke -- I'm not sure if they're for haz-mat purposes, or what, but they come in handy for when I have to deal with hot but wet things. I've also used them when dealing with cleaning out the fridge at work that had gotten pretty scary (it was near a conference room, and people using the conference room would leave stuff in there and forget about it). I've seen similar gloves, maybe not quite as thick, though, at a restaurant supply store near heavy rubber aprons for the people doing the washing up.
And, if those still don't fit your preferences, you can find silicone potholders ... they've got good grip, and you should be able to roll it into a cone around your piping bag.
For the frame, I would suggest baking a cake, brownies, gingerbread or even cookie dough in a baking sheet (so it's one big, quite thin piece). But put the temperature of the oven lower than if you would use a regular baking mold. You could also use a piece of styrofoam/polystyrene*, covered with tin foil. Then you can use tooth picks to hold everything in place. To cover the tin foil, use sour strips, marshmallows...
As glue you can use chocolate or caramel if it should sit quite steady. You can also use edible glue (this is often used to glue pieces of fondant to cupcakes). If you present it horizontally, you can use a lot (syrup, honey, jello, icing, even a thick pudding...). I think you could even melt some candy and use it as glue. I have no idea however how strong this would be.
*) I'm not sure this is the correct English term. To be clear, I mean this.
Best Answer
If you put them in a humid environment they'll absorb moisture.
If you have a deep enough bowl with a lid, put a glass of water in the middle and surround the glass with the candies. Keep the lidded bowl in a room-temperature place for a few days where it won't be bumped (you don't want the water to spill...). Stir the candies a few times to keep the moisture evenly distributed and to prevent them from sticking together.