You have some choices for things on which to fire PMC rings.
I like the ceramic ring forms from Rio Grande, $7.00 each,
resusable, use with ceramic tape, also from Rio.
You can buy or make your own "Hatties Patties," which are ring forms
made out of investment.
You can make your own. Here is how. Buy a coiled soldering pad
from your favorite jewelry supply house. Start uncoiling it from
the center. Form a ring with it on a marked ring mandrel to the
size you want. Scotch tape it to the position.
Place your ring on the kiln shelf, place the rolled up bit you just
made inside the ring. Now fill that with your choice of stuff that
doesn't burn up, such as vermiculite or perlite.
I suppose you could also make a ring form from Paper Clay. And some
people use fiber blanket, all smushed up, but I try to avoid fiber
blanket since it has little fiberous bits that float around and
could get in your lungs.
Metalsmith, Certified PMC Instructor
Hard to Find Tools for Metal Clay