There are several ways to make them. IMHO the goal should be to minimize the paper as much as possible. I use cigarette paper and the supermarket where I live still sells it.
1. Use a wood dowel. Reduce the dowel to the diameter of the conical. (Put it in a 1/2" electric drill and hold sandpaper around the dowel).
2. The length of the case varies but say you want a 3/4" long case. Taper the last 3/4" of the dowel. The degree of taper can vary but it should be noticable- say from .380 to .25 for a Navy.
3. Pencil mark around the dowel at the 3/4" point as a reference. This completes the dowel/mandrel that will be used to form the case.
4. Template. Use any type paper to make a pattern. Wrap it around the mandrel so that the edges running lengthwise to the mandrel overlap about 3/16" Due to the taper on the dowel the shape of the paper with have sloping sides- or be a trapezoid.
Wrapping a rectangular shape around the mandrel still leaves the base that needs to be covered. The way Colt's patent had it, and the way I do it is to add a little square tab to your pattern- at the bottom -and fold this over the open end.
So your paper will be a trapezoid, about 3/4" from top to bottom and the sides sloping, wider at top and then, midpoint at the bottom/base of the trapezoid a little square that will be folded over to cover the base.
Once this paper pattern is made transfer it to a more substantial template like index card material. This is your template.
TO MAKE THE CASES Take a single cigarette paper and line up the gummed label with the top of the template, trace the outline and cut out the cigarette paper to match. Now line up the gummed label with the pencil mark on the dowel The GUM surface needs to be inside or against the wood. Overlap the sides and glue them together with a glue stick. Fold the trapdoor tab over the back and "crunch" it around the sides as best you can- again gluing it in place with a glue stick.
The case is done. Fill with the powder charge. This charge should be enough powder to fill the paper shell UP TO the gum area that is on the inside, around the top of the case. Once the powder is in the case put in the conical and SLIGHTLY wet the paper, the moisture goes through the paper and activates the glue and glues the shell to the conical. Everything is fragile at this point, hold it a few seconds and then very carefully place in a stable position. Once the wet paper dries the cartridge becomes a little stronger.
I store my cartridges in an Altoids Can and put in tissue paper to hold them still.
SAFETY SAFETY SAFETY. Cigarette paper works okay but there may still be a little residue- if it holds an ember and you put a cartridge in the chamber- it will explode right in YOUR FACE so after shooting a cylinder inspect all the chambers and MAKE SURE it is safe to reload.
PS If an occasional case breaks don't fret- it happened with the originals as well. Always carry in a padded container.