It is called Ceramic Paper. Here is a manufacturer that produces it in the UK.
http://www.tech-ceramics.co.uk/paper.htm
Since you do not need that much you can probably ask for a sample and that should be more than enough to cover the nozzle.
You may also have some luck at art pottery stores that sell equipment related materials, like insulation for kilns. The ovens and materials they use require materials that can withstand severe temperatures and ceramic paper is used in it at times.
Here is a link to pottery store in the UK that sells it. 1m x 0.61m x 1mm thick for GBP 4.86 Vat included. Very cheap stuff and enough for probably 300 printers. :)
http://www.bathpotters.co.uk/1mm-ceramic-paper/p3811
Ultimately, air is also a very good insulator so you can put a layer of Kapton tape around the nozzle, cut little patches of the leftover ceramic paper and spread them around the nozzle (like they do on those motion capture suits) by sticking them to some new Kapton tape and then wrapping it around the nozzle - little 3x3mm squares every 15mm or so. This way you will create a close air space between the tape layers held in place by the bits of ceramic paper that will insulate the nozzle.
And you can just wrap the heck out it with Kapton tape as it will also provide some insulation as a last lazy resort. :)
