For my gabions I used 6mm galvanised welded mesh. A 600 x 900mm sheet can be purchased from Wickes for £5.50. This is enough to make 20 gabions.
My finished gabions measure roughly 107 x 40 x 33mm which in G Scale equates to gabions measuring approximately 8 feet wide by 2 feet 6 inches tall and 3 feet depth. I've no idea of the sizes of real gabions but these look about right to me.
Note: The bottom edge is cut as close to the cross wire as possible.
The left, right and top edges are cut so as to leave as much wire as possible sticking out.
2. Cut out this shape.
Carefully Note: The left and right edges of the centre piece are cut close to the vertical wires.
The edges of the two side pieces have the wires sticking out.
3. Fold to make this rectangular shape, 6 square by 5 squares. The sticking out pieces of wire on the top side poke through the top row of holes on the side piece.
4. Using the flat blade of a screwdriver carefully fold the sticking out wires over the top wire on the side piece. Use a pair of needle-nose pliers to finish the folding and crimp tight. 
5. Fold up one end and use the sticking out wires to crimp it in place.
6. Upend the gabion and fill with pea gravel.
7. Close the other end in the same manner as before.
The completed gabion wall.
For about the first 20 gabions I closed to two ends first and filled the Gabon from the top, but I've found that closing the top and leaving one end open has been more successful.
