If you are using a ping pong ball instead of an egg you can follow the same process as with the egg. There is just a few exceptions:
To make a hole in the ball, use a nail, and insert into ball, it is easiest when you poke the hole in the seam. With a knife carve around the hole to make it large enough to fit over the light of the LED candle. (Use caution, when using these sharp objects.)
To colour the ping pong ball orange, use an orange felt pen or highlighter.
The ping pong ball I used had a logo on it so I had to work my design around it.