Traditionally, they come in the shape of a small flower.
So I decided to make one myself using materials easily found at home. I looked around my room, trying to find something I could use. Then I noticed this: a tealight.
Step 2: Cut
Then make the initial incision with a sharp knife. You can continue cutting the other lines with the knife, or you might find it easier with a pair of scissors.
Step 3: Bend
Gently bend it into petal shape. It is easiest to start by folding the joints between the 'petals'. Use a cylindrical object, like a pen or the handle of a wooden spoon to help shape the curve of the petals.
Finally, tuck away the sharp edges so you can use the cutter without cutting yourself.