Find "Mylar Holowrap", "Prismatic Gift Wrap" .... or whatever mylar gift wrap is called by the retailer.  This gift wrap does not have a paper backing.  It's silvery on front and back, but it is not metal. It's a firm, but not crinkly, mylar.  Florist wrap does just fine, and cellophane wrap is ok as long as it's not too thin. Mylar tissue is thinner, more difficult to work with.  Mylar wrap is firm enough to make a tight, hard tip so you can draw fine precise henna lines. If you get some samples, it's easier to go look for it at the store! Mylar and cellophane wraps make beautiful cones!

You'll need scissors, tape and mylar wrap. 

Some people like large cones from a 12" square (33 cm).  Some people like medium cones from a 9" square (25 cm).  Some people like little cones from a 6" square (15 cm).  Try a few sizes and see what you like.  Cut the square diagonally in half.

Lick your finger and put it in the center of the diagonal. Start twirling the cone against your fingertip.

Keep going until you have twirled the triangle into a cone with a tight tip.

Tape the seam on your cone.  Firm up the tip with tape if you like.  Some people use lots of tape, some use a little.

What's the next step? Fill your cone with henna!

Willowhawk: "I prefer Mylar for making cones but it can be difficult to find sometimes.  I use cellophane gift wrap although thinner than true mylar.  I roll the cone either from a rectangle piece or a triangular piece.  Then I use waterproof packing tape (NOT the heavy duty kind)  to tape all the seams and rub the tape down. I  put extra tape around the tip of the cone to make it firmer.
I store my fresh paste in cheap sandwich baggies (the kind that have a flat seam on the bottom) and when I need to fill the cones I just snip the corner and push the baggie into the cone and fill about 2/3 of the cone.  Then I fold the top down.
I fold that down twice and tape all the folded seams.  This usually puts enough pressure on the cone that it is firm and easy to use.  I take a 3" piece of tape and fold one end (sticky sides together) about 1/2 inch and tape from the back, over the folded top, to the front of the cone.  The folded end of the tape  makes an easy tab to pull up so I can tighten the cone when it gets slack and hard to squeeze."

Flavia: "I like to see the beautiful mylar tissue cones, but they are hard to roll. It takes
me about 3 minutes to roll one. and that is if I have the tape all cut and ready, (using a pair of non stick scissors helps in this), and the cones are so easy on the hands to use. I like to roll cones and alternate colors for the visual effects on my brain and it makes it easy to tell if you are taking only one at a time. I find if I stick to one kind of paper per session of rolling I do better. Since Jessica uses so many cones in her business, I get lots of practice. So I am able to successfully roll stunningly beautiful mylar tissue cones. However I do find it helps if your hands are not dried out, put some lotion on first to help."

Want to try some mylar and cellophane? 

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