I made some headbands last year using Glitter sheets from Hobby Lobby (HL). They are only 1.47 each and can be found in the crafts section sold next to the individual felt squares. I made some for my granddaughters and then decided to make some for the American Girl Dolls. I decided to make matching headbands to match the doll shoes I made. There is a variety of glitter and vinyl sheets. The best part of these - the glitter does not come off. These are a hot item - great for embroidering shirts - can be washed and dried and does not come off.
I cut them into strips - 11 inches in length and 1/2 inch wide. I use my rotary cutting tool to cut them along with my self cutting mat and clear ruler.
I cut braided elastic about 1/14 inches and use zig zag stitch to join the ends.
If I am using a trim or ribbon I will use Frey Check on ends to keep from unraveling. Below is using the braided trim I purchased at JoAnn's - from Simplicity.
Having a little fun with camera and dolls.
Hope you found this DIY tutorial an inspiration and educational for you to make doll headbands for your dolls.