I was given this book a few months ago and the projects in the book use a tool called a Felt
Twister. I found this tool for sale in an Etsy shop called From Japan With Love and here's how it works.

First, you take 3 long strips of roving and split them into thinner strips. The length of roving I used was 3 feet long.
Next, roll each strip of roving in your hands to begin making a rope.

The Felt Twister has two components. One is this piece which holds one end of the wool rope. You just twist the end of the roving around the tabs and then clamp it to a table.

Wrap the other end of roving around the tabs on the twister part.
Hold the twister by the handle and roll it in a counter-clockwise direction. This will twist each strip of roving individually. Make sure all 3 ropes don't get twisted together yet. We'll do that in the next step.
Now roll the twister in a clockwise direction and watch it twist!

Unwrap the ends of roving from the 'twisty tool' and needle felt the ends to keep it from unrolling.

I decided to roll this one like a lolly-pop or braided rug. Needle felt the layers of wool to help shape the twist.
Ta da! A rug for Pixie.
I think I'll have to make these next.