I did this a long time ago just to experiment. I can't remember the shot size I used, but probably 7 1/2. I think I used some Unique based on the weight of the shot column, so depending on what powder you have just weigh whatever fits in and adjust the powder charge to match.
What I did was take a fired case and sharpen the mouth on a scissors grinder, but any small stone or dremel will probably do. You sharpen the OUTSIDE of the case mouth, not the inside, by rotating it against the spinning grinding wheel. Then I took the cardboard from a new dress shirt (I suppose you could buy some thin posterboard or something) and cut out wads using the sharp mouth of the case and a small hammer with the cardboard laying on a piece of soft wood (a piece of 2X4 if I remember correctly). The wads will "stack" in the case and when you fill it up you can use the hole where the primer was removed (or drill it larger if you want) and using a piece of wire force the wads out of the case. Then using other cases suitable for reloading (not the sharpened one... hey, just being thorough!), you put some powder in, then a wad or two (depending on the thickness of the wads) over the powder, then fill the remainder of the case with shot up to about 1/16" from the top or so... you will have to experiment, and then a wad over the top of the shot. Then you apply a heavy ROLL CRIMP over the wad. If you did it right the wad will be held in place by tension between the shot and the roll crimp and you can try out the pattern on a target. These are only good for 2-3yrds or so generally, but see what you get on the target for a pattern. This is the way the old paper shotgun shells were made and it worked pretty well for a 38 shotshell too.