So, I set off to "roll-my-own" and here's how it worked:
I painted with craft paint both sides of a hunk of tissue paper.
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It bleed through some but no biggie. Also I got the sand side a little too yellow.
Then I folded it into a fan shape just like in elementary school.
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Here's the part that I had to scratch my brain over, the cuts:
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I thought the cuts would be hard to see so next to the real thing is the "training aid." A sharp blade is nessesary to get through ALL the folds.
Then I just unfolded it and rolled and crumpled it to get the proper look.
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Once in place I wet the paper down to give it a droopy look but all the crinkles came out and it wanted to go back into it's original flat configuration.
I started again with regular copy paper and it looked much better, it has a "weight" to it. Alot tougher to cut though, I had to unfold and re-cut some areas.
So, there it is, maybe helpful to someone.