Erica Wilson tells how to make lace snowballs:

"Wrap 4-inch wide lace around the center of the mold [small grapefruit, orange, child's plastic ball, or balloon shape] and hold it in place around the circumference with masking tape. Dart or gather the extra fabric in at the top, and paint all over with glue or starch to which a little water has been added. [Sobo or Elmer's glue or Argo cornstarch]. A dressmaker's tailor's chalk pencil with a stiff brush at the end is a good tool for applying it. Repeat for the other half, using the same mold or another one of the same size. Allow to dry overnight. When dry, pry the firm lace loose with a grapefruit knife, and lift off the mold. Lightly stitch the two halves together and cover the join with narrow lace, a frilled lace trim, or a lace insertion with ribbon run through it. Attach bows of ribbon at the top and bottom of the snowball. Push a tiny white light through the hole left by the gathering thread at the top -- or hang a silver bell inside if the lace is transparent.

"You can also make a lace ball by wrapping narrow lace around and around the mold, crossing over at the top and bottom, and stretching it evenly. After gluing it firmly in position and allowing it to dry, carefully cut around the circumference, pry the lace loose and remove the mold, and finish in the same way as suggested above."