Below is a pic of the plastic I was talking about. It's the case that the box is in when you buy it. Cut it to make a folder and make it the size that will fit the design you are working with.
You can even make a single for embossing things like gift tags too. Make them as big or as small as you wish. In the pic below is a small cuttlebug embossing folder on the left and a 1 inch embossing folder on the right that I made for embossing Christmas tags.