If you've ever thought you might want to construct a ship out of toothpicks or engage in some other seriously tiny work this is a good starter project for you. It involves very tiny pieces and is a little tough but it is a lot smaller than a toothpick vessel and does not take very long to complete. You take a gumball dome and turn it into a stained-glass lampshade. There seem to be two sizes of gumball domes floating around out there. I got one that is tiny (1 inch diameter) and that seems to be just right for a dollhouse lamp. I would not recommend using one of the jumbo ones that hold giant gumballs as that would be way too big for your tiny house.
I cut tissue paper into very small pieces and glued it to the shade, leaving tiny spaces between pieces. I used regular tacky glue for this. I put the glue on a small section of lampshade and covered it with tissue scraps (a wet finger works well for picking them up.) After each small section I would take a break and do something else before continuing so that section could dry.
When the shade was covered with tissue and dry, I filled in the spaces with a thick black Sharpie (permanent pen). For the base I glued a nail through a small button and then glued the whole thing onto a washer. There are lots of other bases you could make. You could use other found hardware items,or rig something up with pipe cleaner and bottle cap or whatever you can find laying around the house that looks elegant enough to sport a Tifffany lampshade. I used modeling clay to wedge the shade onto the nail head, dug out one of the adorable staff members from my childhood dollhouse for a formal touch, and the lamp is complete!