Rather than using a large piping bag, paper cones are very handy in the kitchen when you need to pipe small amounts for decoration. Folding a paper cone can be awkward at first, but with practice it will take literally seconds to create one. All you need is a right triangle piece of parchment paper (not wax paper). Many pastry supply shops carry pre-cut triangles but it is easy to cut your own. Just cut a rectangular piece of parchment in half, along the diagonal, and away you go.
I have created a slide show in Flickr to demonstrate how to fold a paper cone. If you click on each individual photo, I have included helpful notes.