There are some videos on YouTube that show people making and shooting these. Most use cigarette rolling paper.
You may be interested in Dean Thomas' Round Ball to Rimfire Part 3. It details pistol ammunition.
Early on, it was packaged in cartridges just like muskets - a small paper tube with a ball in it and powder, and you had to tear the tail off, pour the powder, extract the ball, and ram it home. There were numerous complaints, namely that it was hard to hit the desired cylinder bore with the powder pouring out of the torn-open paper.
Later there were many variants of so-called combustible cartridges, made from a variety of materials and often varnished to give some level of waterproofness. In period testing it was often noted that the so-called combustible cartridges were not really combustible and the ash and residue was left in the chambers.
If you are going to use "combustible" paper cartridges have a care when loading to make sure there are no burning embers left in your cylinder bores.