I started making my own stuffless toys years ago, after purchasing so many toys that ended up de-stuffed in minutes. I would have to pick up the fluff from one end of the house to the other. The toy then lost it's luster, not entirely but the carcass just sort of sat there unless you tossed it's lifeless body around for someone. So I headed out to the fabric store and bought some fleece. (The beginning of my fleece adoration, I believe.)
The toys are simple to make and don't cost very much if you go with the fleece that is on sale or clearance. The piece has to be long enough to cut three approximately 3' x 1' or larger, sections from. While you are at the store buy a couple. Get the fleece that has stretch to it, this makes it much easier to make the toys.
With some very sharp scissors cut out your pieces. They do not need to be perfect, your dog is going to have at it so just do your best. I've made tiny toys all the way up to huge whoppers; these instructions are for the average size. Go ahead and make it smaller or larger if you like. The only thing is that when you make them smaller the knots get tougher to tie.
For these photos I simply untied one end of the toy I made yesterday to demonstrate. I was too lazy to start a new one as I just got back from the gym and our walk. :)
This one already had an end tied but when you start a new one just put the three end pieces together and hold with your foot on the wall. I have found it to be the most comfortable and easiest way to accomplish this.
Knotting can be tough, hold onto the end tightly and pull it through. Best for someone with small hands to do this. I have very small hands.
Pull each end knot as hard as you can.
Once you have your three pieces cut, roll them as tightly as you can so that they are still at least 3' long. Now put the three ends together and put on the wall with your foot comfortably pressing on them. Press hard enough so that you can braid the pieces really tightly. Once it is braided you need to tie the first end so bring the braided end around itself into a knot. It can be tough, if you've made it very thick. Turn the toy around and place the knot between your feet and pull the toy, tightening the knot. Now braid the other end and tie a knot in it as well. Once done pull the knots as hard as you can to secure them.
Cut off any ratty ends and presto, your new toy. :)