Another idea, probably pretty cheap...from a recipe online, that says lacking the
forms, a 6 inch stove pipe was used, by cutting it in half lengthwise.

Get a piece or two of metal stove pipe, 6 inch diameter, that is the length of your cookie
sheets...take it to a local machine shop and ask them to cut it in half.
Around here, a nice smile and a "please" usually gets a project like this done on
the spot with no charge.

Anyway, worth a try, and you will have your own forms.

N.