Every henna artist has their preferences.
Personally, I am not a fan of using tiny elastics to close my henna cones: they are cumbersome for adult hands to apply, they break easily & if not twisted around enough times, they leak.
My preference is to tape my cones closed and use bulldog clips on the rolled cone top as I work.
Haven't tried this method? Give it a whirl - it might be the stress reliever you were looking for.