I've mentioned lining pillowcase dresses before.
My favorite vintage pillowcases are usually thin and white so even a thin lining really helps them not be 'see through.' If the lining is pretty thin (think like a muslin) it should still hang right yet give you the look you want for the inside. I cut the lining the same size as my main fabric, just 1" shorter so that after it is hemmed separately it won't show too much.
I've also used a-line jumper patterns for the shoulder part before. I just cut the shape of the skirt part narrower to fit the pillowcase. You can always do shirring at the top too or use the pillowcase like a normal jumper and gather it onto a jumper bodice.
There's just so much you can do with pillowcases!