A spiffy appetizer from the French Laundry cookbook, with details.
Step 1: Prepare Coronet Forms
To properly roll the cookies into their ice cream cone shapes, you'll need a conic form that can withstand some time in a 400F oven.
The cookbook suggests a #35 4 1/2" coronet mold, but since this was a one-off for a French Laundry themed party we decided to make our own out of paper.
After some rummaging, I found a 4" diameter circular object for tracing (the base of a pitcher) and made some circles on a manila folder. I also made one on a sheet of glossy paper, the thick stock used as the cover of an expensive yuppie magazine we magically get for free. Note that I'm NOT putting the glossy stuff into the oven for fear of toxic bleeding or outgassing; that's what the manila folder is for.
Draw another circle on the glossy paper ~1/2" outside the original circle, and add a tab. Now cut around the outside circle and inside of the 4" circle to make a 4" diameter stencil.
Cut out the manila circles; I used 5. These need to be shaped into cones for use as your forms, so you've got to get them nice and tight. I wanted to staple them into position, but they're too small to successfully staple. We also nixed glue, tape, and rubber bands as unable to stand up to oven conditions. Pinning sounded good in theory, but probably would have ended in tears. I finally ended up sewing them in place, which was surprisingly fast. The key is to pass the thread directly THROUGH the cone, then wrap around the flap as you prepare for your next pass. After three or so stabs across the cone, exit next to the original knot (you should have made a BIG knot, and left an inch or so of tail) and tie off with the tail. These worked beautifully, and looked sort of spooky.