Bae and I both got addicted to Yuri on Ice when it came out, and when picking a costume for Flame Con, bae picked Yuri. He wanted to have ice skates in the costume, and so I put a bunch of thought into how we could make ice skates something that would be walkable.
Eventually I decided that I'd embed the blades of iceskates in a plastic resin block with some sort of sole attached to it. Photos of the process and some notes can be found here.
Other notes: I used "Castin' Craft Clear Polyester Casting Resin" as the resin. I mixed it up in about 32 ounce batches with the appropriate amount of catalyst. I didn't wait for the resin to start setting before pouring a new batch, it's just that I had a couple disposable 32 ounce mixing cups for my work. The resin cured overnight. Note: this stuff stinks to high heaven; even working by a window with a large box fan sucking air out the apartment smelled like a plastics factory, and did so for a few days after.
In my mind Dick Blick would have had some sort of dense rubber foam that I could cut and use as the sole of the skates. They don't, so I (as you can see in the photos) used some felt as an interface. The resin bonded quite strongly to that, and I bought some of those large rubber floor tiles that you see in gyms or for kid playrooms and used them as raw material for the sole. Perhaps not quite as grippy as I'd like, but they worked well enough and added a bit of cushion. I used several coats of 3M Super 77 spray adhesive on both the felt and the foam, letting it dry to a tacky touch before mating them together and weighing things down. After letting it sit overnight, I trimmed the foam rubber to match the plastic.
Worked well enough that bae won a prize for shoes at the cosplay competition.