Lay 8 sheets of tissue paper on top of each other. Tissue paper normally comes in large sheets that can be cut in half. I wanted 2 colours so I layered the tissue papers dark blue, light blue...

Fold the tissue paper forwards and backwards like when making a fan. 

Hold it together and tie a piece of string in the middle. 

Gently pull out the sides. 

Carefully pull the first layer on both sides up towards the middle. Do this for 4 layers on one side then flip and repeat on the other side.