[Aerkuld]

I'd guess that they make one sheet with the pockets in by running a sheet of plastic film over a heated mold and then seal a second sheet across the top. I'd imagine that the pocketed sheet could be formed on a large roller of some kind, maybe with a slight vacuum like a vacuum forming machine to pull the film into the pockets. The top sheet could possibly be heated and put on while the other sheet is still hot and the two fuse together?

Just a guess but I have this picture in my mind.