Check out these foil bags from McMaster-Carr.

http://www.mcmaster.com/#heat-treating-foil/=5deiyc

Check the thread about these here:

http://forums.equipped.org/ubbthreads.php?ubb=showflat&Number=190456#Post190456

They were originally intended for heat treating steel but as the thread demonstrates also make great improvised containers to boil water. Not very big, but suitable for a pocket sized kit. On bandanas I assume you mean the ones with survival info printed on them. I don't have a source for those, maybe someone else does. Google should bring plenty of options. As for the batteries you are right, and redundancy in gear never hurts. Even DR has a light in his kit and one on his keychain. He says no need to fool with changing batteries in that case, just click on the light and continue working. Also remember your pocket survival kit should not be your only gear. Just a backup in case you lose everything else.