So here's an Instructable on how to do it. This was super easy and only took me about 45 minutes.
**And please, supervised play time only**
Step 1: What you need:
-1 small piece of felt
-About a handful of stuffing
-Hot glue gun
-Seam ripper (or scissors will work)
-Sewing machine or needle and thread (minimal sewing-you could probably even use the glue gun for this)
Step 2: Cut out your cactus
Sew all the way around, leaving the bottom open.
Cut a long, thin strip of fleece to use as the tie. This one is about 7 inches long.
Cut the smaller piece into lots of little triangles.
Step 3: Add the pricklies!
Making sure the arch is still inside out, use the seam ripper to rip tiny holes throughout it.
Take one of your triangles and push it about halfway through one of the holes and secure it with the glue.
Continue this until one side is done, then do the other side :)
Oh, and careful not to burn yourself! I already did that enough for all of you.
Step 4: Stuff and other stuff
Once the glue is all dried turn the arch right-side-out.
Grab your handful of stuffing and put it in.
Using your seam ripper again, poke one hole on each side of the cactus, beside the side seams.
Take your long strip of fleece from earlier and push one end through each side and secure on the inside with the glue gun.
Step 5: Finishing touches and fitting it
Cut the piece of felt out in a circle either the same size as the base of your cactus, or just slightly bigger.
Put glue all the way around the bottom of the cactus and stick to the piece of felt.
Since Persimmon isn't quite as chubby as I thought he was, the string that goes around him was a little big.
And easy fix for this-rather than cutting it and messing the whole thing up, I just tied a knot about where I thought it would fit better, and that's it!