My first attempt at making a tail used all 3D printed parts... which caused too much friction and failed after only a half-hour.
While digging through a box of project supplies, I found a length of silicone tubing that I used to make a peristatic pump a while back.
You'll need to print-up a whole bunch of tail rings... take the length of your tubing and divide it by ~3cm to get an approximate count.
The diameter of the hole in the middle of the ring is slightly smaller than the tube, which holds them in-place.
You might want to add silicone adhesive to this end... as the tail wags, it can work its way out of the socket.
Attach the tail base to the servo body with 8mm screws.
Don't let the size fool you, Beadalon is incredibly strong... 40 - 50 lbs test!
Cut a length of bead-wire that is twice as long as the tail - adding an extra foot for safety and attachment to the servo wheel.
Divide the length in half and loop at the top, and add a bit of hot-glue or silicone adhesive to hold the cap and wire in-place.
Then, thread the wire down the tail.