I recently made my own Troublewit successfully for the first time.
I used a large sheet of watercolor paper that I think I bought at Aaron Brothers. Get the largest size paper you can - it comes out smaller than you think.
I was told years ago that it had to be made by a folding machine. But I found that it just took a little patience, folding carefully and using a spoon to press the folds.
IF you want paper to hold a fold, spray it with a mist of water, then leave it under a weight for a few hours. But unfold it before it dries completely and sticks to itself.