So I did some Googling and I did some experimenting, and what do you know, she's right!!
No matter who many layers I used, mine was too flimsy, so I tried some 'inclusions' and I'm really pleased how the material came out with lace in. To make similar, you will need:
Small piece of lace
Thread or jewellery beading equipment
First sandwich your lace between 2 pieces of bubble wrap - bubbles facing inside. Layer this between 2 pieces of greaseproof paper and press with a hot iron for 30-60 seconds. You will hear the satisfying gentle pop of the bubbles, like tiny popcorn.
Allow to cool for a minute before peeling off the greaseproof paper. Continue layering one layer of bubble wrap and ironing until you have achieved your desired thickness - about 7-8 pieces.
I found it best to do all this one one side, leaving one side with just one layer of bubble wrap. The material becomes more opaque as it gets thicker, so you won't be able to see the lace through if you put too many layers on both sides.
You'll also find that as you work, it becomes very static, so don't do this wearing your best fluffy jumper or near the dog unless you want stray hairs included too!
Once dry, cut out you shape. I cut a cloud and some rain drops. Arrange with beads until you are happy with the design.
You could thread these together, but I pierced holes with a needle and used jump rings etc to attach the rain and chain.
I actually like it hanging in the window, and that way I get to see it every day. Using crystal beads means you get the refracted rainbows dancing in the room when the sun shines too!