I was shown a great technique to make felt balls like these by former CRF president Lynn Petersen, at one of the first gatherings I attended. Felt around a ping pong ball or similar (I have since used a cat toy with a bell inside!). Firstly wrap a small piece of bubble wrap around the ball and secure it very loosely with a little tape. Add some wool in a couple of layers, then start to massage the ball, dry felting only, until it reaches a 'pre-felt' stage. Then, make a little hole and remove the bubble wrap. Continue to felt the ball, now adding a little soap and hot water. Felting the ball this way gives it a very nice even and firm finish, and they are just so tactile.