When I did it, and I am not saying this is THE WAY to do it.. I took teflon tape and actually gave the bullet one wrap around the center and then seated it.

I have seen people take a chunk of tape LONGER THEN THE BULLET and put that over the barrel and then like a patched ball, set the conical. Try it both ways.

Also as for paper, I watched an old fellow once wrap cigarette papers around a bullet at a shoot, load it, and fire. He was real accurate.