I think I have read normal cardboard will do - it is after all insulative. Good varnish impregnation is a must, I think.
Presspahn is not expensive, however. Their shop also has the type of fibreglass boards you mention.
When I was investigating transformer winding I read Manfred Mornhinweg's website with great interest:
ludens.cl
His
'practical transformer winding' page is here, and there are more pages on electromagnetics if you look through the website.