Hello, you! :3
Well, going along with the clay idea, you could get some of the stuff that you have to bake. You could form the clay around paper or tissue, then, after poking holes in the places they're supposed to be (being beads and all) bake it in the oven. The holes should make sure that it doesn't explode if they're big enough. xD And the paper/tissue will burn up inside so it'll be hollow.
We did this sort of stuff in pottery class, so it should work at home. I don't know if a home oven could get as hot as a kiln, though.
Just a suggestion. Good luck!
Meowth, that's right!