The only completely combustible cartridges i know of are made from nitrocellulose paper, basically magician's flash paper. Unfortunately flash paper is expensive to buy, and dangerous to make at home. During the Civil War Johnston & Dow produced large numbers of cartridges formed with nitrocellulose paper, as did Colt when their metal foil cartridges proved unsatisfactory.
For the modern shooter, any of several types of tissue paper offer the best choice for cartridge making. Curling papers are quite good, they are inexpensive, relatively strong, and burn with very little ash. I haven't found that saturating the papers with potassium nitrate solution improves them enough to be worth the trouble.
One drawback to using tissue paper is that the cartridges are rather delicate, since the minimum amount of paper possible is used in order to limit the quantity of unburnt residue. I found through experiment that Duco cement thinned with acetone makes a good adhesive for combustible cartridges, it's made from nitrocellulose and burns quite cleanly.
The risk of a subsequent charge being ignited by the residue left behind by a carefully formed tissue paper cartridge is probably minimal, but since it would most likely take place as the cartridge was being rammed, it is not something to take lightly, and precautions ought to be taken to insure that no embers remain as the weapon is reloaded.