When I sand the cones round, I use a secondary pole to wrap the strips around it. If it is small like in missiles or bombs i usually use a paper stick (ears swab, Q-Tip) And I place the extended end all the way inside the drill mandrel. If you leave it too far out, the wrapped cylinder is slightly off sided and will rip the cylinder apart. For larger pieces or cones, I use a thick dowels to withstand the centrifugal force. The bigger the cone, the larger the dowel until it gets too big to insert into the mandrel. The hardest part of rolling the strips around a dowel, is that sometimes it is not wrapped tight and there is spacing in the wrapping. When you get to that air gap, it tends to rip the cylinder. Wrapping it tight is the secret to sanding or shaping the paper.