Simply take a doily or punched vellum shape (we used the Stampin Up blossom punch for ours), make a small hole at the bottom and thread your fairy light through!
Admittedly, these photos aren't the best but I wanted to show you what the fairy lights looked like with the doily and vellum paper on when they are lit in the dark :)
And of course, they can be decorated with whatever matches your celebration decor!
