Disclaimer: there are many, many ways to do papering. All of them (well, *most* of them) work great. There's at least one full-blown tutorial here on TRF that you should be able to find if you search. I think it's by K'Tesh.
Again, this isn't the only way or even necessarily the best way, it's just *my* way, and I've had excellent results with it (as I believe others would attest).
It's cheap and easy to experiment with scrap balsa pieces.
So far, for large wings on my rocket gliders I smear Elmer's white glue on 8-1/2" x 11" 20 pound stationery paper. I then place the paper glue-side down on 6" wide by 1/8" thick balsa sheets (aluminum foil underneath the balsa on the dry side) with a large drawing board underneath. I then put aluminum foil on top of the wet stationery with a heavy book on top of that. When the glue dries, I flip the material over and repeat on the other side. The process is tedious, however, the material is large enough for a wing, is strong and light, and can be cut with a scroll saw.
I just bought some 8-1/2" x 11" label paper. I am thinking of experimenting with it to see if there are any short cuts for making wing material.
If the leading edge of the fin is straight, you can wrap the paper around that edge. The leaves you a nice smooth leading edge. I stopped trying to do that early on, didn't seem to add any value and besides a lot of my fins have curved leading edges.