I do not sew mine.
I use 2 yards of fabric on each side and cut the strips about 3/4 inches wide by 4-5 inches deep. The first one I did was only 3 inches deep and a total pain to knot. I use an overhand knot versus a square knot to tie everything together. I do also remove a square at each corner.
They are quite easy, and it was a relaxing activity for sitting in the hockey penalty box hoping not to see too many of our players.
Cheers, K