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If you can screw a thin sheet (cut to size) of plywood to the back side of the headboard start with that. Then you can use batting materials (foarm or cotton or other layering material) to make a soft unerlayment before placing your upholstery fabric. If you can't figure out how to place the batting (underlayers) and then the upholstry fabric on the front of the headboarad go to your library and look through upholstery books to find out how to upholster the front and back of the headboard. You probably can find some on-line video tutorials that could help you figure out how to upholster your headboard.
Good luck with your project.
This is my granddaughters attic bed in winter. It is iron and you can see that I have made a sort of "slipcover" in velvet for winter. It just slips over the headboard. For greater body you could make the same thing only out a more substantial fabric/padding arrangement. You could also sew on covered buttons for a more tufted look. Such a bed would have the stability it had before.
This isn't an iron headboard, but it gives you an idea of how to transform one. I hope this helps.
https://www.youtube.com/watch?v=VwLfKGfQSew
Wood behind it then tac material I frount of it use padding between you could drill holes in wood all over then use ties to put through and pull then hot glue ends
Attach a piece of plywood in the shape you want to the front of the headboard. Cover it with batting and the fabric you like.
I agree with adding the wood, but I would definitely add a thick foam and batting between the headboard and the fabric. Batting alone will not be enough.
Turn a Wrought Iron Headboard into an Upholstered Headboard
https://www.charlestoncrafted.com/turn-a-wrought-iron-headboard-into-an-upholstered-headboard/