Step 1: Drill a hole in the centre-of-mass of any object/material.

Step 2: Insert a bearing of the correct size, aiming for an interference-fit. If the hole was too big, apply glue.

I just searched for a vector if the shape, then cut it on a laser cutter.

If you don't have one, you could do the same and instead print it off and use it as a stencil to cut some wood, cardboard, etc.

I used the instructions and 3D model from here: https://www.thingiverse.com/thing:1802260

and built a couple. My first 3D printer project experience. It was fun for me and the kids. Note that schools have started to ask kids not bring them to school as they don't really help with fidgeting and are mostly used as toys.