Man, does she love this toy!!!
She prefers natural yarns, and she really likes when I felt the toys, so that's what I do. I knit the toy on straight needles and just sew up the seam before felting, leaving a little spot for stuffing. Then after felting, I stuff with polyfil and catnip, sew it up and leave the ends of the yarn dangling like a tail. Those ends can also be used when playing with the toy, making it much more fun.