empty toilet paper or paper towel tubes
They are usable at this point. But since I'm making them for gifts, I thought I'd dress them up a little bit.
'Wrap' the tubes in paper, leaving the ends long enough to twist, and tie with raffia, jute, or 100% cotton yarn.
I'm using craft paper, because I have lots of it, but you could use paper grocery bags, or the Sunday comics. (Edited to add: I originally stated that gift wrapping paper could also be used in this step. But my friend the science teacher told me NOT to use Christmas wrapping paper, as the inks used are not safe to burn and breath the fumes.)