Some cold weather
Fill a bucket with water (does not need to be full, you can vary the shape of the lantern with different water levels)
Leave outside until the top and sides have frozen at least an inch or two thick (3 to 5CM). If you rock the bucket after it's frozen, you should see some bubbles moving back and forth, to help guage the thickness. When I filmed this it took 24 hours, temps were between -10C (15F) and -20C (-5F).
When the bucket has frozen enough bring it inside for 10 mins (makes it easier to get the lantern out of the bucket)
Flip the bucket over to remove the lantern, pour out the water
Trim the top with a serrated knife
Pop in some tea lights, or Ice Marbles (look out for another 'ibble I'll be posting on How To Make Ice Marbles)