Let's ignore the fact that this got Accidentally Destroyed this evening, and admire its perfection before the Disaster.
black and white paper (I used up a pile of scribbled-on white paper that I'd been hoarding for this)
So you just cut triangles from the paper (for the clueless I started with it landscape, drew zigzags starting from the top, and cut about 4 pages thickness at a time)
Fold over the end of the triangles like above, and staple the wool inside them. If you did 3 staples neatly it might look like stitching. I couldn't stretch to that, with a kid climbing all over me and breastfeeding intermittently.
Then all you have to do is hang them up and admire.
And hope Nobody throws Anything down the stairs which would Break Them...