Corrugated cardboard makes a pretty good surface for this project. You can usually get a clean, empty box from a local pizza place if you ask nicely, or buy them in bulk online.
A 12" pizza box is a good size for this controller.
Mylar stencil blanks are available online or at art/graphics supply stores. They come in a convenient 12" x 12" size, an 7 mil is a good thickness for this.
You'll also want a hobby knife, masking tape, and some spray adhesive to keep the stencil mask from lifting up while painting.
Your Circuit Playground's capacative pads need to touch the circuit, so that's a good starting point for your design. If you'd like to create the PZ-1 exactly as seen here, download the file below and either print it on regular printer paper to trace, or cut it on a CNC or laser cutter.
Once you've cut your stencil, you can spray the back side lightly with spray adhesive to help prevent it from lifting up from the cardboard while painting. You'll also want to use masking tape around the edges.
Paint the circuit by loading your stencil brush with conductive paint and then tapping it from above. This vertical tapping helps keep the paint inside the lines, vs strokes which tend to leak underneath as the bristles find the gaps.
Work your way across the entire surface.
Once you've finished, savor the exciting reveal! Lift of your stencil and admire the beautiful results!
Adding your Circuit Playground to the controller is simple. You'll dab a bit of conductive paint on each of the copper touch pads on the bottom side of the Circuit Playground, then carefully set it down on the corresponding painted trace pads on your cardboard. You can add a bit more paint inside the pads running up to the topside and back over to the outside of the board -- this will not only act as a conductive trace, but also keep the board "glued" down to the controller.