@woldenspoons good question… I think a cylindrical base shape like a piece of plastic tube or cardboard. Close the ends with cardboard or plastic-card. PVA glue on the surface and then sprinkle it with static grass (use a more brownish colour if possible) and let dry a bit. Before fully cured try to “comb” the grass in one direction to archive the look of the real thing.
But this is just a theory I never tried it. First thought was “short teddy fur” but hay bails aren’t that big after all.
Also try the toy store for cheap plastic versions and just paint them up a bit.
