It's a little tricky working with round things without holes, but it can be done.

I Googled "how to wrap a marble" and found several videos:
https://www.youtube.com/watch?v=Y2bbSyrT5vs
https://www.youtube.com/watch?v=FFopKD02CMs

Here's a cute idea if you don't want to work with wire:
https://www.youtube.com/watch?v=FFopKD02CMs

If you REALLY want to jump into some serious jewelry-making skills, Joyce found this on Etsy a few years ago:
https://www.etsy.com/transaction/158975821
I fell in love with it, and bought it! (Sorry, Joyce!!! I confess!!!)