Hi Lily,

Happy to help!
This is the pipe insulation - 
https://www.screwfix.com/c/heating-plumbing/pipe-insulation/cat831554
Often people have a small length in their DIY bits box or know a friendly
plumber with some leftovers.
It's not expensive.
Cut it into slices just like cutting a loaf of bread, so they look like small
doughnuts and then carefully cut the slit all the way round for the wire to
'fall' into as you wind it round. When winding, make sure to 'force' the
wire into the slit so the foam grips it in place until you need to unwind a
little more.
Once you get the hang of it, you will be able to unwind just enough for
each move as you go.
Here's a photo of a close up of the slit with the wire inside and the whole
set up.
These are cut from a larger diameter insulation, but any size will work
fine.
I hope that helps?
Please ask again if it's not clear.
Erica