They look like they're made of pine and come with 'child safe' water based paint.
I must admit that I'm a sucker for these kind of kiddy craft things so I've already bought one and am in the process of painting it... but if it's a bad idea to give it to the hams with the paint on then I'll go get another and not paint that one.
Or maybe just closely supervise and use it as a playtime toy.