Sam Colt created the idea of combustible cartridges in his revolvers, back in the 1850s. He first used tin foil, instead of paper, for its waterproofness and durability.
However, it hindered ignition more than nitrated paper. Also, Colt had a problem finding quality tin foil in this country. Too much of it produced here had tiny holes that let powder leak. He ended up ordering tin foil from Germany, one of the more technologically advanced countries in the world at that time.
This raised the cost of his cartridges, forcing him to use paper, or animal skin or gut. At one point, he mixed a thick liquid -- a colloidin -- with black powder and formed cones of propellant, to which the conical bullet was attached.
A lot of different things have been tried.
I used to make my own combustible cartridges, soaking onion skin paper in a solution of Saltpetre (potassium nitrate), then hanging the paper up to dry.
This was also done by bookies, who kept notes on bets on such paper. When the coppers busted through the door, they only had to apply a cigar or cigarette to the piles of notes on their desk and the evidence went up in seconds.
The combustible cartridges I made worked fine, but I decided long ago that it was more trouble than it was worth. I dispense from a flask into a smaller container, then pour from that into each chamber.
Still, making your own combustible cartridges is a link to history, and there's always pride in making something yourself.
Have fun with making your own. Just don't smoke or do it by candleight!