get a pair of scissors and a bit of card and experiment with the form first off, the bending will be easy enough with a big hammer. To be frank though I bet you can buy them cheap enough (my mate has a chandlery and has had me look at a load of stuff for making and its not ever worked out viable cost wise). if I had to make one I should do away with the taper and just use tube and a stronger design welded joint at the top
If it was me and I had no fly press then I would start with a rectangle of sheet and roll it round a piece of pipe (Scaffold?) to form a tube of 40mm diameter, stick a tack at one end and then use a hammer on something solid (ideally an anvil) to tighten the diameter at the other end, rolling it round all the time, till you end up with a cone (with internal and external overlaps) and then run a slitting disk down to remove the overlaps.
The above method removes the difficulty in getting a curve to form close to the edge of the sheet.
Just making one, or mass production? 2-3mm much easier if bent hot. If one-off then: Charcoal forge, big vice, scrap round bar to form around and a 2lb hammer would do that easily.