you will need:
two old lambswool (although most wool will do) jumpers/sweaters/whatever you call them where you're from.
one washing machine
one sewing machine
about an hour and a half.
bung the jumpers in the washing machine on a 60 degree cottons wash with about half as much powder as usual.
pull them out, marvel at how small they have become.
cut them up and create a bag.
here's one i made earlier: