I use various plastic bags, emergency shelters, lightwight plastic ponchos, etc. to warm me while in camp. They break the wind and, when used in conjunction with sunlight or a campfire, the greenhouse effect can add a lot of warmth for the weight.
This untested version is my latest attempt to get the weight down on this item. I used an old 4/10 mill plastic drop cloth. A 9X12 piece is enough to make 4 of these. They are open at each end (think tube) and are 6 feet in circumferance and 4.5 feet tall. Weight came to .8 ounces and cost (purchased decades ago) was 5 cents each.
I bought some .33 ounce cuben to make this but the drop cloth was a little lighter and the cuben seemed like overkill. I think I could probably find some dry cleaner bags that might do the trick. This 4/10 mill plastic runs about .28 ounces per square yard and feels a lot like dry cleaner bags.