A tasuki is literally just a strip of cloth. Several of the characters in Spirited Away wear one when they're working in Yubaba's bath house, so that might give you an alternative form of reference.
Mai's looks like it might be made from a braided cord or fabric? I'm not sure though, it just looks like it has kind of a strange wobbly edge based on that artwork.
FF9 cosplay? Hit me up!
I now have a Tumblr
. Sometimes I use it.