They were pretty straight forward to make. When I made my Candy Canes I copied the Holiday Coro ones and so did something similar with the bells. So basically freehand drew a bell shape on white coro for the front and back of each bell, cut out some strips for the sides and slit those at about 1-2cm intervals so they bend around the outer edge of the bell shapes, stuck my RGB modules to the back piece of the bell and hot glued it all together. The black bits are just black coro cut out to shape and stuck on with hot glue.
So yes probably like fasteddys candy canes although I think his are more fancy with pixel lights. Mine are just dumb RGB.
Will try and get around to doing one in the new year.
( by the way, just discovered all your "how to's" under the Coro thread. There is an absolute gold mine of info there! but, oh my, so many projects I now want to do )