What's clever about this technique is Step 1, first tying the loose roving into a knot. This gives the ball a firm center right off the bat. Next the 'tails' are simply needle felted to the center knot.
The difference between Steps 2 and 3 is the continual needle felting: poking the ball until it is round, solid, and the desired size. Judging from the size of the above felting needle, I'm guessing the roving ball in Step 3 is about the size of your thumb nail.
The above technique is great for the addition of wool beads to whimsical jewelry creations. Or how about a unique fringe on that one-of-a-kind scarf?
I plan on using this technique especially for the little needle felted eggs in my Woolly Nest Ornament Kit. Who says this technique is limited to a ball-shape?