I have used cig papers( boy I feel funny buying "ZigZag" now). I made up cartridges for my BP pistols in both .36 and .44. I find them somewhat mediocre. Unless I use a magnum cap, sometimes they fire sometimes they don't, and sometimes you get that delayed reaction "pop, pause, boom". Also they seem to draw moisture quicker, unless your carrying a waterproof tin to get them out of.
I also made up several dozen "blanks" for use in civil war reenacting for my pistols. I get the same firing situations. For cig paper blanks I find it's not worth the trouble, Easier to just fill as normalboth live and blanks, except instead of a ball I use oatmeal or cream of wheat.
Now in long gun use I make 60 grain blank cartridges for use either as live firing or blanks and just insert the ball, Minnie, or what ever lead projectile. To me the extra effort of making an all-in-one is not worth the trouble unless your a purest(more power to you,if you are). I store my made up blank rounds in the clasical army ammo cans, 250 per can. along with a silica pack tossed in.
For paper go to any box store and pick up a roll of 3M paint paper, about as close to period as anything out there, and cost is only a few bucks.