I'll have to admit that I haven't looked at tulle in awhile so I may not remember what it looks like up close and personal.

But couldn't you make it like you make mesh? I *think* it's looks like a skewed netting (i.e. the holes make diamonds and not squares). So you could draw the threads and then bevel and add a drop shadow.
If I'm way off base or if you need more help, please post again.
