Post-it note pads can be used as well.
We tried this in Taylor's Manton SXS 15 bore with mixed results. I'd have liked to experiment more with those loads- perhaps this summer.
I like the idea of Jeff's with the wad glued to the base of the folded-over paper- excellent. That will form a cup if filled with shot, then another edge glued to the top. If using 14 bore wads, which actually measure .705"(13 bore), they'll fit easily inside a 12 bore, then when rammed, the paper will split on one side (perfect) or simply unwrap slightly-.020") bit and re-seal (also perfect) such is the glue in post-it-notes. The load might need a 12 bore over shot wad on top- but- carrying these shot 'ctgs' with a few "B" wads is simpler than carrying a shot bag and several different wads for hunting.
Single wrap, double wrap, triple wrap? shot charge, wads used, powder charges, 2F or 3F or 1F - endless experimentation opportunities for a nice day's shooting and counting pellet holes.