The guy I worked for in high school made his own out of burlap sacks.
Cut the burlap bag down each side leaving the seams and the bottom which would be your "bucket", then tie the sides together at the top.
So when the horse/mule sticks his head in the bottom to adjust you twist the knot at the top and tuck under the crown piece of the halter to stay. It worked awesome if you cut the bags just right. For me it took some experimenting when I tried it years later.
Get the narrow, smaller sacks if you can find them, I tried the big tater sacks with little success(about a bushel).