Poking around on wikipedia, it looks like the idea of making a short loud conical bore double reed instrument is really common:

Instument Name	Country Name	Image
Raita	North Africa
Sopile	Croatia
Sorna	Iran
Shehnai	India
Suona	China
Guliling	Tibet
Dulzaina	Spain
Hne	Myanmar
Mizmar	Egypt
Piffero	Italy
Ken Bau	Vietnam
Taepyeongso	Korea
Bombarde	Brittany

I could make a cylindrical one pretty easily, along the same lines as a pvc penny whistle, but I don't have good ideas on how to make a conical one. Perhaps by buying several sizes of pvc and putting them together where each one's outer diameter matched the next one's inner diameter, then removing the part I don't want? Sounds like a lot of work.