Fur muffs were a strong fashion accessory of 1800, but not of the true Regency period. By 1811, the massive huge fur, feather or shirred silk muffs which began the C19th disappeared totally ending the fashion with smaller rounder muffs. But by the nature of the muff there is always some volume.
Left - 1804 Fashion accessory - Huge dark fur muff, probably beaver and a pale fur tippet for the neck.