Interlocking cuts for a truncated cone
From the image of the white lamp shade i think the tabs are not interlocking, but rather interlaced and glued. 
Proper interlocking would not need gluing .. for instance if the tabs where cut as trapezoids and the two edges joined by a series of folding actions to hook the wider ends into narrower inner edges of each tab.

In the other images i suspect they are also interlaced and glued, but that is not clear to me.