I am not sure if there is but I would guess that masking tape is biodegradable. What you could do is fold a full length newspaper into a long strip at any width and tie the ends together or use a toothpick as a seamstress would use a metal retaining pin to hold fabric in place.

Just a thought.
John

Easier would be to mix some flour and water together and make some paste to use to hold them together.

Or you could tie sisal, cotton, jute or raffia string around each newspaper cylinder.