Where should our caterpillar form a chrysalis? The answer is anywhere!! In nature, wandering fifth instar caterpillars may travel for long distances to find a suitable place to pupate. In the lab, all you need is to place the larva in a gizmo--for lack of a better term.
Simply take an empty toilet tissue core and cut it horizontally in half. Take one of the pieces and fasten a 3" by 3" piece of paper towel around it with a rubber band. Place the caterpillar inside. Orient the gizmo so that the caterpillar can't escape and place on a shelf in a dark area. The caterpillar usually will wander for a couple of days before setting up a prepupa and forming a chrysalis a few days after that. Click here to see a video demonstration on how to construct a gizmo.
Another option is to just place the larva in a lunch sack and secure the lunch sack with paper clips.