One challenge for this project was finding wool roving in bright peep colors. My go-to local resource sometimes has a wide variety of colors and sometimes doesn't. So instead of waiting for roving to be shipped I bought wool yarn in bright colors to use. It's a little bit more of a process but works in a pinch.
There's a couple things to be aware of when needle felting with yarn. Because I don't knit I didn't know there's a process called super washing that is done to some wool yarns. This is so you can actually wash your knitted sweater without having it to shrink. BUT this means the fibers won't work for needle felting. Look out for that when purchasing a yarn to felt with.
Second it's helpful to have a fiber blending tool. Shown in the photo above they're like miniature wool carders so you can unravel your yarn a bit before working with it. Just like a marshmallow Peep my felt version is white on the inside. I used natural roving for the base structure and then covered it and put the finishing touches on using one of the bright colors. For ease of use I just fuzzed up a little snip of yarn at a time.