Everything is relative. If you glue two things together, the glue becomes a vapor barrier. That means it will not let liquids pass from one side to the other. As long as you understand this, you can still lube the wads, but will have to lube both sides of the glued up. If you glue more than 2 pieces the ones in the middle will not get any lube in them, unless you heat up the lube, and soak the wads in the hot liquid. That could defeat the glue, and allow the plies to separate on you.
Decide what thickness you need, and then find that thickness of material to cut to bore size. Unless you intend to use the wads dry, gluing creates about as many problems as it might solve. Weather stripping is commonly available at hardware stores, and building supply stores. In the states, we have Menards, Lowes, and Home Depot about everywhere. Ace-True Value Hardware stores seem to be the most common chain hardware stores around. You can also find felt in tack shops, that make care for saddles and harnesses for horse. In some areas, there are farm stores, that cater to the needs of farm and ranches with all kinds of basic supplies and equipment you might not find in a " city " store. They always have weather stripping, or felt insulation available for one use or another.
The impregnated Felt Wads that Ox-yoke used to make are about 3/16" thick, and two of them behind a PRB will give a good seal, and lube the barrel sufficiently that you won't find crud rings in your barrel. There is no reason that you can't use weatherstripping the same way, and lube them yourself.