These a simply 100% wool wrapped around foam balls. Once the ball is wrapped to the desired amount, I secured the end of the wool yarn with a small bead of hot glue. These look cute hung on the tree or piled on a covered plate or bowl like I did.
I used a bag of foam balls from the dollar store. They came in 1/2″, 1 1/2″ and 2″ balls, 8 in a bag for just a buck. And I used Martha Stewart Crafts 100% roving wool in the color snowdrift (this is available at Michaels).