Hi Dave, That's not a silly question at all!
Many years ago I worked in a golf equipment repair/refinishing shop,
using a similar cone-shaped mandrel. We used a temporary spray
adhesive (a 3M product if I recall correctly) to affix the emery
paper cones to the mandrel. The adhesive was non-drying...similar to
the tacky substance on the back of Post-It brand notes. You
should be able to find it in any large art supply store.
Remember to degrease the surface of the mandrel before you apply the
adhesive (and, of course, to avoid open flame while using any aerosol
Hope this helps!
Peter B. Steiner
Western New York, USA