I have had great results bending 1/8 thick baltic birch plywood strips by soaking them in hot water in the kitchen sink or a bucket of water for parts of wooden marble tracks. I think I left them in the water for about 30 minutes. If you cut the strips so the center ply of the 3 plys is parallel to the long direction it is possible to bend the piece around something with a radius of only a couple inches if you take your time. Since the 2 outside plys are not being bent against the grain and the center piece is the one you are bending against the grain it is remarkably flexible.
If you look at the corner piece of track at time 41 seconds into this video from my son’s room you will see a corkscrew track. The track is a 3/4 inch piece of baltic birch as the bottom of the track and then a piece of 1/8 inch baltic birch is glued on each side to form the rails of the track.
Marble Track 1
This other marble track I built for my other son. The lifting wheel has a lot of bent pieces of 1/8 inch baltic birch that has been bent with hot water. Each of the bent piece is made of two 1/8 inch pieces that have been glued together to make a 1/4 inch thick piece. I made a custom form to hold the two pieces in place while the glue dried. Once dried I sanded the faces of the pieces smooth to remove the grain that raised from being wet and glued the pieces together in the same form I used to bend them. The pieces held their shape very well with very little spring back.
Marble Track 2