If you want to bring dasna from Nepal then a nice way to pack would be vacuum pack which will reduce the size of package. Just put the dasna inside a large air tight plastic bag and use vacuum cleaner to suck the air out of it (or just use your body to squeeze air out of the bag) and seal the bag.

If you are willing to go for futon, as "Gabbar" suggested wayfair.com is good place to buy. I have tried futon and it is comfortable. They ship it for free, and futon is vacuum packed meaning once you open it you won't be able to pack it again in such a compact format.
Cost depends on size of the futon, i got king size for $390. Get 10% off coupon for wayfair.com by subscribing to their newletter.