I put this together for my daughters. I wanted a really nice Advent Calendar they could use year after year.

The base and the tree are made from wood and painted. You could use cardboard, or find something to 3d print to fill that role.

The boxes are modified from swirlingbrain's Advent Calendar Construction Set. I had to modify the box to have smooth sides. The interlocking sides didn't work well for what I was planning. I also only used the smooth door from swirlingbrain's set because I made my own gift tags for the day numbers.

The scroll cases each use three pieces. The hub is the central portion that the left end of the scroll is glued to. I made a slot in the central axis to glue the paper into, but I had better luck wrapping a bit of the paper around the axle and gluing the paper to itself. The hubs do need support to print. I couldn't work any tapers into the hubs to avoid support as that made them too long to fit in the boxes. The end piece simply glues onto the right end of the scroll. The cover is the trickiest part. I had to soften it with a heat gun so I could spread it open and snap it around the hub. Once it is around the hub, just hold it back in shape until it cools (approximately .3 seconds). You want the hub to be able to rotate inside the cover and roll up the scroll around the central axle.

I included here all of the files that I used. The door and hinges are unmodified from swirlingbrain's. The box is modified from swirlingbrain's. The scroll cases I made myself.