I use clear flat plastic from kids toy packages or clear plastic paper covers used for reports, etc. I make them frosted by rubbing them with very fine steel wool ( the kind used to finish auto paint) for enough time to get the frosted effect I want.
I install them with E6000 clear crafts glue from Walmart (in hardware or crafts section), very strong and you will find hundreds of uses for it. Eamples: installing glass marker lights on locos, trim on loco or cars
Charlie