I can't see the problem with a small amount of stressing the ply. In fact, I would say it is highly desirable since it induces more stiffness to the design than would otherwise be present plus it looks better! Also, Wouter, I have to agree with Gareth - the sketch you provided indicates some bending of the ply in two directions. I don't see how it could otherwise be made.

The amount of twist is VERY small and developing the shape is very easy indeed. I'm going to make a stiff card model of my second sketch (as amended for Timbo) and see how it works out.