The Selective Laser Sintering of pre-coated sands is a promising Rapid Prototyping technique for the construction of sand shells for foundry. In this article, the definition of mathematical simulation concepts and a detailed experimental analysis, performed both with conventional and unconventional techniques, is proposed. In particular, two methods to calculate the temperature distribution within the sand bed and the depth of the heat-affected zone are studied. The results obtained with the experimental methodology and those coming from previous experimental analyses have been used to validate the described mathematical models, that represent a first step for the process comprehension, control and optimisation. Two kinds of pre-coated sands, widely used in shell-moulding, have been considered: zirconia and silica. The guidelines for future simulation refinements are also given.