I saw them as a nesting suggestion for sugar gliders, and sugar gliders are very sensitive to chemicals and such, so it should be ok! If you're still concerned you could get white ones because they wouldn't have the color dye. Or you could use cotton balls too.
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
I let my rats play with pom poms, but only under careful supervision during freerange. They like to kick them about and run around with them in their mouth. They have a tendency to disappear into a corner and rip them up though and like Isamurat says, the fibers could be harmful so I wouldn't leave them alone with pom poms.