I don't know where you're from but these can be purchased at Walmart, Hobby Lobby , Michael's etc. for like $3 for 4. even cheaper if you have a coupon. Otherwise go to a fabric store and I'm sure they could adv what would work the best- gauze, cheese cloth. Nylons are a good option as suggested above.
I use the knee high doubled and keep it in a Ziploc bag.
Back in '91 when I took my first Wilton course, my instructor used a handiwipe tied with a rubber band. I still use that to this day. Lay flat, put a small pile in the center, bring up the corners and tightly gather it up around the ball of cornstarch, tie off with rubber band or twist tie. I switched to twist tie, must easier when you need to open to refill, then tie off again. I store it in a ziploc to keep air tight.
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