Braid a few different colors of embroidery floss (just be sure your needle and bead holes are large enough). Knot the ends.
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Roll a marble-size glob of clay into a sphere.
Pinch one end to make a chin; make an indentation with your thumb for a pronounced brow. Using toothpick, gouge out eyes as shown.
With toothpick, make 2 deep angled marks for the nose, and gently scratch in cross-hatched teeth.
Push toothpick through clay to make it a bead. Bake beads according to package instructions. Thread embroidery floss onto needle, then through beads; tie closed.