The basic kidney shape was cut out of one of those rubber floor mats with the interlocking edges. A strip of the interlocking edges, previously cut off the floor mat was glued to the edge of the kidney shape with hot melt glue. Various shapes cut out of more floor mat scraps were glued to the front of the base piece. Everything was then covered with yarn and hot melt glue. It took me about four days to make.
I use a cheap, 10W hot melt gun for the first application of the yarn. You want to keep the glue to a minimum on the first pass. After all the yarn is down, I take my 40W gun to saturate and iron down the yarn. It flattens out some as air is expelled by the pressure and glue.
I doubt that most glue guns are designed for doing this sort of work, The conical tip is not able to get down perfectly flat against the work surface for ironing because of the plastic body of the glue gun. Still, it works reasonably well with my big gun.
For the ironing stage, I experimented by shaping a copper soldering iron tip to an appropriate shape. It worked well, but the higher heat of the soldering iron eventually started burning the glue stuck to it, creating toxic fumes. It might work better with a voltage regulator reducing the voltage to melting temperature only.
At the end, you can see some previous experiments covering bottles with yarn and glue to make flower vases.