Probably the same way that most people made at least one between the ages of 2 and 8!
With a large pinecone, some peanut butter, and some birdseed.
We had friends over this morning to make them with us. I had collected the pinecones last spring when they were all wide open. Left them in the garage for a couple months to get nice and spidery. Then today, dumped them in the back yard, tied a piece of red ribbon at the top, slathered in peanut butter and rolled in birdseed. Sparky loved being able to help and loved making a mess with the baking pan of seed. Yeah, thanks kid. Spunky tried to "help", but really, she just tried to get the seed off the table. Thanks to you too kid!
It actually was pretty fun and both kids enjoyed it I think. Now the real fun begins of watching the birds come for the seed. I think they'll enjoy watching the birds while they're eating at the table too.