It took me ages to figure it out, but basically I get each frame of the avatar, and shape them all in one go, then I merge each frame with a copy of the banner, then go to Save for web > GIF > Animate > Save.
But sometimes it dosn't let me do it that way, so I then save each frame one by one and put it onto Beneton Movie GIF and save it that way.
The way I do it you need quite a bit of spare time and some patience
Ask if your trying and you get stuck x
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Changing the shape of animated avatars, hmm - not one Ive mastered yet
I don't know about anyone else x I can get them like thinner and stuff like my one now, but I cant get them in like a star shape or a heart or something x
I'd need a shaped cropper to be able to do that lol x