Shortapsgirl, if you are good with a sewing machine, you could probably make one. I'm pretty crafty myself, so I understand wanting to make one rather than buy one

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I would go to a store that sells them to check it out and see how it's put together. You probably need something fairly rigid to hold it up inside, I would suggest maybe plastic canvas. I use it for hat brims and it is stiff enough yet flexible. The outside you could do in whatever fabric you want, but you should probably do the inside with some sort of vinyl or waterproof material. Then you can put a little blanket or something you can take out and wash.