It's really not difficult at all. Total cost is probably about £15 for a pair and that includes the price of the timbale rods that I used, had I paid for them (actually got free from Pete Lockett when I met him a few years back). All you need is wool, some kind of core material, some glue and a large needle on top of the handles.
It also means you can play with different core materials. I've got a pair with very soft heads and a lot of winds and one with very hard heads and fewer winds. Quite a lot of contrast and I've barely spent anything.