I cut all the pieces for the sleeves. It seems like a few but takes a lot of time.
I toughtened all of the edges with a fusible web (the lining too for the grommets not to rip out).
As drying is one of important phases of ironing, I let the sleeves dry in the shape I'd like it to stay in. On my hula hoop :-)
I sewed the sides together and that's all :)