I use twin sheets for the playpens. I fold them in half the short way and the width because of the elastic corners basically fits one length and then I just fold the other three sides in. Most of the sheets I am using are from when my own kids were home and in twin beds so folding definitely helps for the thin spots. With some they pull it off but most don't. For those I lay the mattress on the sheet across the width starting at one end and then just roll till it is all tucked in. Forget if you start with the mattress part up or down but one way the last fold ends on what would be the bottom so you will have to experiment.