CR,
Prettylady gives you good advise. You can shape you forms with heavy duty foil formed the way you would a paper cone.Just make it sturdy enough to hold. This actually gives you greater flexibility in form shapes.
Wrap your strips so that they only overlap a 1/8 to 1/4 inch. you'll see this as you wrap. Keep in mind that the more dough overlaped the greater the baking time. Also try to start and end your wraps with the ends on the bottom so they don't escape and go off in their own direction. A little wash and I prefer to use some coarse sugar on them. This is an old classic that has been bastardized by some grocery/volume bakeries using lowerend ingredients etc. Done correctly, this is a wonderful item.
I think if you really like them then you might want to invest in cones. I also know a baker that might have a few layin around that might give you a couple |