Heidi Klum Has Been Working On Her Halloween Costume 'For Months': 'Don't Want To Let Anyone Down' Heidi Klum is gearing up for Halloween and reveals that she has been working on her costume for months, emphasizing the intricate planning and details involved.  The supermodel is known for her extravagant Halloween costumes and feels pressure to deliver something spectacular for her fans.  Klum says prosthetics have to be made, and several fittings go into planning her Halloween costumes each year. Last year Klum was a beautiful peacock. “I feel like they're really looking at what I'm doing, and I don't want to let anyone down, so I'm always giving everything,” says Klum.