Pre-cut the fleece material into squares, making enough for two squares per child. Make the squares about 8 inches larger than the desired size of the finished pillow. For example, if you want a pillow that is 8-by-8 inches, cut the squares 16-by-16 inches.
Measure 4 inches from each edge using a ruler. Mark the distance by drawing a chalk line along each edge, forming a smaller square inside the larger fleece square.
Mark 1-by-4-inch vertical strips around the perimeter of the fabric using a ruler and chalk.
Cut the strips with scissors, making sure to stop on the 4-inch chalk line.
Place two pieces of fabric together, good sides out.
Tie fleece strips together by matching up the top and bottom strips and tying one top strip to one bottom strip. Use two tight knots. Tie around the perimeter until there are about six strips left untied.
Stuff the pillow with fiber fill. Use more stuffing for a firmer pillow or less for a softer one.
Tie the last six strips together to finish the pillow.