Herself (the occupational therapist) says that she's pretty sure that those are what's called "TED hose" (TED is a brand name). The thing with the bag is a fairly common technique - so is smothering the foot with talcum powder.

Penny, are you in the US? She says that the open toed ones should be available at Walgreens, and I just checked Amazon.com and there are a lot there.