May i suggest a quick kitbash with the templates for curved walls?
it should include:
curved walls for 6x6
curved walls for 3x3
curved walls for 3x6

matching the graphic of the sets..

there are imho 2 ways to do this:

cardstock only: with a template that resembles a piano accordion you should get the right thickness to be used with terraclips (maybe since it's a curved surface several layers will bend better)

paper layer over a thick cardstock core
easier to print but i don't know if it blends well...

I've been trying to figure out how to do curved walls, maybe this weekend I'll give it more thought.

I did some curved walls for Tlinx. I think you have the right of it with the first suggestion. Essentially sandwich fold 4-6 sheets, with the outside sheets being the textured ones. It'd be a pain, but totally doable.