I am a fan of paper sales. Believe it or not, regular printer paper is my material of choice...well, regular printer paper and a generous amount of acrylic varnish.
Start out with your white paper. Use a diluted tan ink to stain the paper. Figure out the proper stitch pattern and the like for the sail in question. Create an image file and print it out...both sides. Using a form block (just a bit of scrap lumber that I have sanded into the shape of a sail under wind) lay the paper over the block and gently wet it. You don't want to soak it...otherwise the color will run from the stitching. Get it wet enough so that it falls with it's own weight over the form. Leave it sit for a few hours to dry. After it has dried, take a spray bottle loaded with diluted acrylic varnish and give it a few good hits. Let those dry, and then remove it from the block. Spray the other side and let it dry again.
The completed sails can then be stitched, punched or otherwise hung on your masts.
As opposed to making your own form block, you can actually use the seat from an old wooden chair. Most of them should have a butt recess carved into them, and it is about the right size and shape for doing this sort of work.