I used 15 pieces of tissue paper, all about 12x9x9. They seemed quite big, but you shouldn't go any smaller for large curls - mine were about 1 inch in diameter and 1/8 to 1/6 of an inch thick.
This is my hair before curling. It's already wavy and moderately thick, so it holds a curl pretty well. I didn't wash it for a few days before to build up some of that historical grime. If you have thin, straight hair, you might want to use smaller curls and heat each one twice.
For this technique, it is essential to start at the bottom of your scalp because the curls hang down. I did four curls at the base of my neck and two layers going all the way around my head. I heated each curl for 15-20 seconds.
Unfortunately, I don't have a picture of my head completely covered in paper because I started pulling out some of the bottom curls while waiting for the top ones to finish cooling. But here's what they look like pulled out and unbrushed. The whole process took about 30 minutes (so have an iPod handy.)
Now for the fun part: hairstyles to do with these curls (created very sloppily by me with 5 bobby pins.)
Loop up the curls on the side to create those silly patches of curls popular in the 1830's:
Wrap a turban around them for a 1790's look:
Brush them out to get a big, fluffy base for a 1940's style:
Pin the sides back to get cascading curls for an 1870's evening look: