Definition: A tortillon is a rolled stick of paper fibre, shaped to a point at one end, used to blend and smudge pencil and charcoal. Tortillons can be bought from an art store, or you can make your own by tightly rolling a tube of paper. A piece of clean rag, or tissue paper, wrapped over a finger or folded to a point can also do the same job. Make-up applicators and cotton buds/q-tips can also be used, though results vary according to the absorbency of the chosen material.
I made 3 tortillons, and the third one is respectable. Takes practice, just a little, and printer paper..
HERE is one way to make one.
THIS is the site I used to make mine.