I like to use aluminum screen pounded with a rubber mallet over a large round stone and the layered with 2 more shaped screens. I then sew the screen pieces together by hand using a fine fishing wire. Add a foam trim and paint the desired color. I also use compressed air to blow out any paint that my collect between the holes in the aluminum screen.
Perhaps you could try and get that material in the shade of blue you're aiming for? Not sure exactly what it's made of but I bet you can find them pretty easily in Halloween stores right now, then start hitting up fabric stores.