Whilst on the subject of Christmas baubles, but obviously not 40k related, this is what my son and I made. He painted all the paper balls. I got some metal craft rings, I think they're for lamp shades. Split them and then threaded the 'electrons' on. Then I drilled holes through the bauble, tied the rings together with fishing line and threaded them through the bauble. For added security I super-glued the knots on the rings.