I wanted a Bob-Omb that actually walked like it does in the movie (not one that is static or jumps along), so I built one from a wind-up toy owl and some other bits and pieces.
Toes added with Milliput.
6cm diameter clear acrylic craft-store bauble with windows cut for the legs and winder.
Cut down pen body filled with Milliput and a string fuse.
Plastic eyes cut from an old christmas tree bauble (so that their curve matches the sphere).
Winder extended using a slice of a dead paintbrush.
Winding handle cut from 3mm thick plastic sheet.
Replica shown prior to painting.