Section of copper pipe
Sand paper, various grits
Soldering torch optional
Step 1: Make a copper sheet
Cut the section open with a pair of metal shears.
Use pliers to open it up and then a hammer to flatten it out.
Cut it in half.
Step 2: Make the relief indentation
Tape the wire frame onto the copper sheet. I used aluminum tape but only because that is what I had on hand. Other heavy tape should work fine. Place the assembly, wire side up, on a piece of wood or small loop carpet. Hammer the wire into the copper sheet evenly and all the way around.
You should now be able to see the shape of the wire frame showing through on the other side. Now lay the assembly wire side down. Use a small ball peen hammer struck by a larger hammer to make a relief indentation of the wire frame. See the pictures. Keep on hammering until the indentation is fairly smooth.
During this step the rocket will bow. To counter this, place the assembly on a flat surface and use a punch to gently hammer the wire frame. Do this until the rocket is flat again.
Step 3: Make the fins
Cut the rough shape out with metal shears. Leave a tang at the bottom of the rocket. Use pliers to bend the tang back.