Wooden beads - I have bought a pack on Amazon, they were slightly different sizes, it turned out to be a good thing because you can choose the right size depending on the size on your walnut shells. This is the pack I have used - Wooden beads
Wire - I used a golden wire from Tiger
Glitter glue or glitter and glue
Acrylic paint for the eyes
Stars - I used plastic start for a necklace making kit we had, I'm sure there are lots of options!
I recommend to start by putting glitter on the walnut shells in advance to let it dry. We have glittered our shells after putting the baby inside and some of the glitter went on the felt. You need to find the right beads for the size of the walnut shells that you have. You might have to experiment with the size of the felt for the blanket, but you are looking for a rectangle shape. It's a good idea to try to wrap it about the wooden bead before gluing it. Also, make sure it fits inside the walnut shell! Once you are sure you got the size of the felt right, it's a good time to glue the felt to the bead to make the baby and paint/draw the eyes.
If you want to attach the walnut half to the wire, you need to decide how long you want to make it to hang it on your Christmas tree and double it. Then I put the wire through the star bead and stopped in the middle of the wire and folded it there. I bent it the right size and made a little loop to make it more stable. I have used hot glue gun to put the glue in the shell, put the wire loop and the baby so it all hot glued together. It's ready to go on your Christmas tree!