1/ Cut up a small rectangular piece of thermoformable sheet to put it on the back of the phalanx.

Heat it and mould it on the back of the finger.
It is important that it goes a little beyond laterally and medially. The goal is to get more pressure of the strappal on the anterior-posterior axis (by increasing this diameter compared to the lateral-medial diameter and because it separates the strappal from the lateral and medial sides of the finger) to avoid the compression of the blood vessels.

2/ Cut up the palmar sheet at the wished shape and mold it: it should also go a little beyond both sides and over the palm (at this level fold it a little on the palmar side not to hurt the skin when closing the hand). 
Heat and mold. 
Repeat the whole process to get a double thickness (the two sheets must fit perfectly together).
The overhang on the palm enables a better compression of the A2 pulley (under the first phalanx) because the first phalanx starts in the palmar area, well before the interdigital space. That is of course not the case for the A4 pulley (under the second phalanx).

3/ Fix it with strappal.

To obtain the thermoformable material, you can ask the emergency service of a hospital if they can give you a little piece of sheet or even make the “orthosis” for you. You can also try to ask a podiatrist or a prosthetist.