
Parts by Bryan Rombough, on Flickr
1 x Plate 6 x 6
4 x Brick, Round 2 x 2 with Axle Hole
1 x Plate, Round 2 x 2 with Pin Hole and 4 Arms Up
1 x Plant, Tree Palm Top
20 x Plant Leaves 6 x 5

Step 1 by Bryan Rombough, on Flickr
The base. The crown of the baobab is fairly wide, making it top-heavy, so a plate of some sort is needed for a base. I use a 6x6 plate typically. A smaller plate would probably also work, and a larger plate would still fit under the foliage, depending on your taste.

Step 2 by Bryan Rombough, on Flickr
Add a 2x2 round brick.

Step 3 by Bryan Rombough, on Flickr
And another 2x2 round brick.

Step 4 by Bryan Rombough, on Flickr
And a third. Now the trunk alone is tall enough to count as cover!

Step 5 by Bryan Rombough, on Flickr
Now add the round plate with arms. And now we're ready to start adding foliage!

Step 6 by Bryan Rombough, on Flickr
Start adding foliage. First four leaves, one on each arm.

Step 7 by Bryan Rombough, on Flickr
More foliage. There's room enough on the arms for another leaf on each (4). Spread the leaves out to make the crown look fuller.

Step 8 by Bryan Rombough, on Flickr
Add another round brick before adding more foliage.

Step 9 by Bryan Rombough, on Flickr
More foliage! Add four leaves, one on each stud of the 2x2 round brick.

Step 10 by Bryan Rombough, on Flickr
The top of the crown. Add a palm top to the axle hole of the round brick, you can still make a firm connection with the single layer of leaves on top of the brick.

Step 11 by Bryan Rombough, on Flickr
Even MORE foliage! As with the four-armed plate below, add a leaf to each arm of the palm top.

Step 12 by Bryan Rombough, on Flickr
Final step. Add four more leaves to the palm top arms, spreading them out to create a thick, verdant canopy.

Completed Tree by Bryan Rombough, on Flickr
Now you have a tree which provides rather substantial cover (it takes 4 points of damage to reduce it enough that it won't count as cover). And it's also great fun to blow up!

Frame's Eye View by Bryan Rombough, on Flickr
How a baobab tree would look to a frame pilot. I often also add small sloped bricks to the base around the trunk to represent roots, and sometimes bits of vegetation or small animals for visual interest.
If you wish, you can add extra levels of leaves to make these trees taller and also more resilient. Personally though, I think that these pieces of cover are already tough enough. I prefer cover that frames can't simply hide behind for multiple rounds.
When I first built these, I wasn't thinking of the climbing & elevation rules. But this construction is 6 bricks high, and the top of the crown is much wider than 4 studs in area, so it meets the definition of terrain that a frame can climb for an elevation advantage.
Although I didn't intend it, my inclination has been to say "yes" to players who ask "can my frame climb this tree?". Because allowing a frame to climb a piece of terrain is more interesting than not allowing it.