I call these "catballs" as well, because they're all filled with catnip for my sweet nightmare baby.
So! Here's how to make a catball. You need:
Wool roving - Sheep's wool specifically has a rough texture under a microscope. The bumpy parts help it lock into itself when it gets tangled up.
A felting needle - These are long needles use to stab the wool together. The barbs along the length help pull the wool fibres into the mass. You can also get reverse barbed needles to re-fuzzify things.
A thick sponge - A firm felting surface the wool woving won't stick to.
Catnip - Dried and optional.
I always start with the "burrito method" where I take a hand-length bit of roving and roll it up like a burrito around the catnip, pulling in the sides as well. I stab that a bunch, rolling it on the sponge to get all sides until it's relatively secure, then I start adding more chunks of wool, wrapping and turning the ball, slowly building up through stabbing until it's solid.
To make the iris, I take a small bit of roving in a different colour to roll and squish it between my fingers until it's about discus-shaped, then I stab that into my ball - careful around the edges to keep it round. At this point I can layer up the iris if it's not thick enough.
I then twist another bit of roving into a loose thread between my fingers, and carefully stab that in, a little at a time, tracing the edge of the iris.
The veins are made with a chaotic version of the thread method, just stab it semi-random and watch the blood vessels form.
Once you master the eyeball you can move on to the banana and the peep.