I also experimented with the thickness and weight of paper. I love the idea of using decorated papers but the ones here (blue & pink and blue & white) were too heavy to hold together (using double-sided tape) and I had to sew them together! It's quite hard sewing through thick paper and I ended up bending the needle!
So the lighter paper the better! The last ones I made were from newspaper and they have worked really well.
Here's a collection of all of them.
And a couple of close-ups.