I bought a yard of fleece and a bag of pillow filling. I cut the pieces of fleece into little strips on all sides and then tied them in knots. I started with a square but cut the corners a bit round, so it ended up like a circle. Before tying the fourth side, I filled it and then tied it. I used less filling than a pillow so he can sleep on it easier.
I think it was a huge success. Although sometimes he likes to sleep near it and not on it. Silly puppy.