I saw a ceramic version of this somewhere a while ago. This is based on what I remember of that design.
This uses http://www.thingiverse.com/thing:8793 (syvwlch's awesome trapezoidal thread library)
This is BIG.
The main part of it is 4 pieces and the axle is another 3.
I printed it at 15% fill and it weighs about 400g
Print the 4 pieces of the holder (#4 needs support) and glue them together (you may have to shave a bit off the lap joints to get them to line up perfectly)
Print the axle pieces and glue the two parts of the axle together.
Screw it to something with two #8 screws
Put the paper in, put the axle through and thread the nut on.