Using Cicelie's excellent tutorial that I found on Chintzy Couture (via Pinterest), I decided that it couldn't be too difficult, even for a non-crafty person like me. I cut up a small cardboard box into two circular templates and set about wrapping up my tulle, similar to how you would make traditional woolen pom-poms. I have a very faint memory of attempting a woolen pom-pom when I was about 5 or 6 years old in a Rainbow group, which was only brought back when I started this craft!
This is a shot of about half of the tulle pom-poms finished. I was absent minded and didn't think to take photos of my creation process. If you want a guide, though, the tutorial I linked above has really great information (and additional discussion in the comments). I read through it in the morning and spent the day making pom-poms.
The finished result:
I got enough material for 15 tulle pom-poms in total: 5 blue, 5 white and 5 pink. I spent most of my Friday balancing on library tables and stringing them up. I'm quite pleased with the result.