I would be careful with the material used. Wool and rats dont get on great as its quite fiberous and can get tangled in nails and such, fleece is much better if you could make them fleecey pom poms.
I would definitly not give them cotton wool buds or cottom woold style hamster bedding, it has been known to be eaten and causes horrible issues when it is. Even if they dont seem to eat it its best to not put anything in there cage you wouldnt mind them to eating a bit of. They may take months to try something new in the cage but generally they will eventually try a nibble at everything