Alternatives

Alternative materials instead of felt and embroidery that would have worked as well...

Silk paper - Silk paper does have the furry texture that could possibly been used.

Or even a technique called Flocking.

(Flocking is the process of depositing many small fiber particles (called flock) onto a surface. It can also refer to the texture produced by the process, or to any material used primarily for its flocked surface. Flocking of an article can be performed for the purpose of increasing its value in terms of the tactile sensation, aesthetics, color and appearance. It can also be performed for functional reasons including insulation, slip-or-grip friction, and low reflectivity.)