I just use thin craft dowel and raw wool batting
I tried regular bamboo skewers but the wool "stuck" to them. They will work in a pinch but these are smoother and you can always use a fingernail file or sand paper to "smooth" the dowel.
I "twirl" the dowel with one hand while I use the other hand to "guide" and gently hold the wool to keep it from being pulled onto the dowel to quickly. This is how I "feed" it onto the dowel as evenly and "tightly" as I can. It's kind of like cotton candy but more compact.
I am a huge fan of recycling and eco-friendly crafting! I also don't like being stabbed with my felting needles!
The Petit Four pin cushion on the left was started on a dowel and then shaped into a square. But the cupcake pin cushion started it's life in a vintage coffee cup! Both cores are the wool batting and then they are finished with wool roving.