I didn't go to Lowes this weekend, but I went to Home Depot, and they have the same/similar stuff.
They have small rolls of lightweight masking paper which is fine for the outer wrappers, and they have a large roll of heavier weight masking paper which is fine for the powder cylinder if you make 1855 style cartridges.
I think the small roll was like $4 and the large roll like $10. It would be enough to make a thousand or more cartridges.
Steve