This is the first real thing I've ever made from magazine scraps, and I'm very pleased with the result. I intend to make more as small thank-you gifts.
The only thing I did differently than Rosie was use different adhesives. I used a mild glue-stick to make the strips of paper, and generic super-glue to secure the quilling inside to itself and to the frame. Just a little here and there worked really well.
Before beginning I was curious about how the frame would hold its shape over time. I found that the scrolls of paper inside provide a very strong network of tension, pulling the points in place.