It needs to be something hard.
Because I use an ER32 clamp with the largest size 20mm and sleeves of 15.5mm I used a piece of a metal strap band for heavy boxes. On my mill with the vice under a slight angle I could mill a taper on it and bend it arround a sleeve.
For smaller diameter sleeves I made adapters on my lathe from a bar of steel so I can do 17, 17.5, 18, 19.2 and 19.5mm sleeves.
I also found an oversize ER32 clamp of 22mm so I made a small adapter ring to fit 21 and 21.5mm sleeves from .28-.32 engines.