I used assortments of yarn.

Homespun yarn in Cream and Brown for James

Lincraft Cosy Wool in Lavender for Clara

Lincraft Cosy wool in Variegated Pink for Mai

Sullivans Cozy Wool in Shocking Pink for Sunny

I will never use Sullivans’ wool ever again! It felted unevenly, even after five washes I could still see the stitches clearly in patches. Horrible stuff - I bought it on ebay - it was sold as Cosy Wool (no mention of Sullivans) so I thought I was buying LIncraft Cosy Wool.