DIY ceiling lampshades

This is probably a better question for a craft group, but I wonder if anyone has any views or useful links on making lampshades for ceiling lights. We're fed up with the ubiquitous expanding round paper cheapies, and nice lampshades cost arm+leg.
I'm thinking vaguely cubical shape with thin wooden laths along the edges, but am wondering about sources of translucent "parchment-like" paper - presumably this has to be rated fireproof to some standard? Also, sources of the metal gubbins for attaching to the lamp-holder (could cannabilise round paper cheapies, I suppose)
Cheers
John Forbes
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