I cut my own wads from cowboy hats found at thrift stores, from hats made of wool felt, not polyester. You may also use felt stripping used to seal around windows. However, make sure it's felt; most sealing strips anymore are polyester or rubber.
I much prefer using a greased wad.
When I started shooting cap and ball revolvers, about 1970, I used Crisco exclusively over the ball. Despite this, in one revolver, I experienced three separate incidents of multiple ignition.
I wasn't hurt in any of the incidents but the last one ruined the revolver --- a cheap, brass-framed, incorrect replica of the Colt Navy in .44 caliber. I didn't lose much.
I'm one of those who can't believe that multiple ignition begins from the front of the cylinder. I believe it is caused by flame entering a nipple whose cap has been knocked off by recoil, or from loose-fitting caps.
I pinch my caps into an oval shape so they cling to the nipple and won't fall off while shooting or handling.
Back to revolver wads:
Not only are they less messy to use, but I believe that a proper felt (not paper or fiber) wad helps scrape fouling from the bore with each shot.
I've noticed this myself, but it seems to work best with an old 19th century lubricant recipe I found in a 1943 American Rifleman.
That recipe is:
1 part canning paraffin
1 part mutton tallow (sold by Dixie Gun Works)
1/2 part beeswax
All measurements are by weight, not volume.
The inclusion of paraffin in the lubricant noticeably stiffens the felt wad. This, I believe, makes it a more effective fouling scraper as it travels down the bore. I've used identical wads with melted Crisco and the results were not nearly as good.
If I use Crisco or CVA Grease Patch over the ball, without a wad between ball and powder, my bore is fairly clear of fouling about halfway from the rear forward. Then it suddenly looks like a gopher hole.
But when I use a wad, with the above 19th century lubricant recipe, the bore is clean clear to the muzzle.
Explain it? I can't, except in theory. But I know what I see.
Accuracy is better too. And I can shoot all day without once swabbing the bore.
I cannot say that of commercially offered felt wads with dry lubricant. I've never found them as effective. Haven't used a dry-lubed wad since I discovered the above lubricant recipe.
I shoot a Colt 2nd generation 1851 Navy in .36 caliber, an Uberti-made Remington 1858 in .44 caliber, a Pietta-made Colt 1860 in .44 caliber, a Pietta-made Remington Navy in .36 caliber and an Armi San Marcos 1862 Colt in .36 caliber. All have responded equally favorably to the use of a felt wad between ball and powder, and thoroughly soaked in the above, melted lubricant.
I use the same lubricant to grease my Lee conical bullets of .36 and .44 caliber.
My cartridge guns, when loaded with black powder, use bullets of soft lead and the same lubricant. I also use the above lubricant for patches in my .50-caliber muzzleloading rifle.
I'd never go back to grease over the ball when I can use a lubricated felt wad.
Fillers ...
Not corn starch, but corn meal is often used as a filler.
This practice started, as far as I've been able to trace, in the 1940s among pistol shooters who were shooting original guns. They believed that the filler placed the ball closer to the rear of the barrel, so the ball wouldn't have to travel so far before it reached the rifling.
If the ball traveled far, it was believed, then accuracy was sure to be affected.
It may have had value back then, when original guns with pitted chambers were common.
Today, the use of fillers has come into question.
For one thing, let's face facts: most cap and ball revolvers have rather minimal sights and are not made for target shooting (Ruger's Old Army and the Patridge-sighted Remingtons excepted).
I doubt very much that you could tell the difference between a load with a filler, and one without, in a Colt with its notched hammer for a rear sight and a shiny, brass bead for a front sight.
In the Remington, even with its better sight picture, I don't believe that a difference could be seen.
In a Ruger Old Army in a Ransom Rest (removing the human factor), with carefully weighed loads and weighed balls, you might --- MIGHT --- see a difference on target.
Frankly, I sometimes use corn meal as a filler with light loads in my cap and ball revolvers but I do it more out of habit. I can't honestly point to a target and proclaim, "This group is tighter because I used a corn meal filler."
Most of the loads I use in my cap and ball revolvers are full loads, or nearly so --- as Sam Colt and God intended.
That means 24 grs. of FFFG in my Colt Navy, 30 grains in the Remington .36, 20 grains in my Colt 1862 Police and 35 to 40 grains in my .44 revolvers.
Corn meal is preferred because it's more forgiving than Cream of Wheat, which is often suggested too. Corn meal will compress a bit, if you add too much. Cream of Wheat doesn't compress and may necessitate removing the ball if you can't get it rammed below the mouth of the chamber.
In very light loads, say 15 grains in the .44 and 10 grains in the .36 Navy, then a filler is justified. The Remington has a short rammer, compared to the Colt, so the filler ensures that there is no gap between powder and ball.