When we cruised in January I found Disney pillowcases at K-Mart. (I didn't want to get ones with characters all over for two reasons 1) wanted to be able to write on them and 2) pillowcases can be expensive!) They offered several solid colors and then on the edge there was a small piece of ribbon with Mickey's head and the castle. Subtle enough for my son but still good for my young daughter.
I used puff paints and wrote their names on the pillowcase edge; I safety pinned wax paper inside each case; put each into a ziplock bag with our name and cabin number and included a black Sharpie pen. I had found a Sharpie pen that on the packaging said "new" and very specifically stated you could use it on fabric. Other ones have more of a tendency to bleed. I dropped it off the second morning of our seven day cruise (I tried to respect what I thought was a crazy busy schedule on the first day and didn't bother the CMs). I picked it up on day 4 or 5 and left it as a surprise on the kids' beds. Before we got back for them to see the cases our stateroom host placed pillows in the cases and set them up nicely on the bed. The kids just love these inexpensive souvenirs!
With all the cool products to make screens, that is a great idea for a future project!