I've created a vane from a 5" spring (Ace Hardware), some plastic celaphane sheet (craft shop), a straw (McDonalds). I cut the plastic into a triangle about 5" long by 1" wide and creased it down the middle to make it stiff. I wrapped the wide end around the straw and stapled it... The straw rotates freely on the spring... I just tape the vane to the end of the spin pole. It works great, but mainly only use it in light air conditions.
I've seen someone else use a cable cover and tell tale, which also works well...
Either of these are soft and flexible enough to not tear your spin.