Some historical data:
"A common, relatively inexpensive type was the pierced lantern made of copper or tin, in use in Britain and Europe from the 17th c. These have no pane, but have many piercings, sometimes (but generally not until after the American Revolution) in attractive designs, to let some light out while protecting the candle from the wind. They do not provide much light, but are enough to keep from falling into the well at night, which is the whole point of carrying a lantern.
A note, though, about the term - the word lantern itself was generally pronounced and spelled "lanthorn" (i.e. horn lamp) in our period. Glass - and especially glass panes - was terribly expensive until it was learned how to mass produce it in the 19th century. Horn was the most common material for lantern panes until about 1850 . In fact, translucent cattle horn panes were one of the most important products made by horners throughout their existence, excelled in prominence perhaps only by hair combs. (...)
Mica, imported from Russia to England by the 16th c, and known as "Muscovy glass" or "talc" was also used for both lantern panes and windows - the window panes in English ships' galleries were always of mica until 1702, when they began to be replaced by glass. Occasionally oiled paper was used for panes in Europe. Vellum was also used in Britain from the Viking period to the 19th c."
