I make arm warmers from wool roving. I use thick foam or sometimes cardboard to keep sides from felting together. I don't use a washing machine but it should work the same as long as the inside material is secured so it doesn't come out and mess up your machine

Well, you could crochet large sheets of material, then flet i, then sew your bags from them. Once wool is felted, it does not ravel anymore. Personally, I would always knit the fabric, but that is just my preference. Try it out on a small project first. Do not use washable wool, it will not felt. You can al;so make felt without using yarn. Instead, use sheets of wool fibers, lay them across each other ( 90 degree angle) wet the fiber and felt it with thos ehorrible little needles. I'll look for a video and attach it. [gfwsheep.com]

I don't know how many you plan to make but you can just take a tub of warm soapy water and rub it until it has the look you want. It would felt in the washer but you would have much less control on the final result

when you felt in the washing machine you have to pull the wool out with carders , then when htey are soft arrange in layers first vertical then horizontal till you have a thick pile pour on boiling water an dwork gently with your hands to get the fibres to slightly felt, sheeps wool has will felt easily because there is no direction in the bracts, but you need the fleece to be of longish fibres not the short bits round the tail -put the matted fibres between two layer s of cloth muslin sandwich is good and sew roughly through all the layers throw in a hot wash with soap powder - Its a rough guide try a sample first to see how you go.