After I made these, I learned that when my aunt made these years past, she would completely cover the balloons with string.
Step 2: Hang Balloons
You can use whatever type of balloon you want, I just had water balloons
Step 3: Make Glue
Step 4: Wrap
Dunk and soak a whole bunch of string or yarn in the sugar water.
Start to wrap the sticky yarn all about the balloon, go in a criss-cross pattern to make it stronger. Pretty much go nuts wrapping the yarn around the balloon until you run out.
Repeat if you so choose. I probably could have put a bit more on all of mine.
Warning: The sugar water was just boiling --> it's hot.
Step 5: Let Dry
Once dry, pop the balloons and pick them out.
Now you have a Yarn/String Easter Egg! Feast on candy and be merry.