Here is how you can bend a cone.
You roll your cone then weld the seam. Then you cut thru' the cone at an angle and then you rotate the two pieces 180 degrees then weld the two bits together.
Lets say you want a 45 degree bend in one of your cones. You need to decide how many pieces you are going to cut your cone up into. The more bits the smoother the curve. But you are going to have to weld all these bits back together so you have to be realistic. Try 15 degrees for each bend for a start. So you will need to cut the cone into 3 bits.
You cut thru' the cone at HALF the angle you want the bend to be. So a 7.5 degree cut will give you a 15 degree bend.
Once again MARK VENETTOZZI explains it better in his layout article.