Maybe this is a little crude, but I make my shaping cones out of concrete!
I get several sizes of Styrofoam cups,fill them with "Quikrete",or something equivalent, and put a stick( with a rough end so the concrete will hold it) in the center for a handle. After hardening, remove the cup and you have a perfectly round and tapered cone.
The concrete cone seems to take a good hold on the horn to allow one to work on it yet it is easily removed.
I have made a only a few horns, but this method worked for me.