The Rijke tube resonator used in the example was made from stainless steel tubing of about 3 cm diameter. A prepared strip of copper screen wire was folded to form three layers in a square slightly larger than the pipe diameter. It was inserted about a fifth of the way up the tube and held in place by a metal ring made of spring steel.
The retaining ring has been necessary in my experience. While the copper screen is elastic enough to hold itself in place when it is new, it quickly loses its "springiness" after a few heatings and just drops out. The copper screens do not last long in any case, developing a hole in the center after a couple of dozen heatings.
A useful demonstration set is three pipes constructed with length ratios 4:5:6 so that you can demonstrate the musical progression of a major triad.