Unfortunately, the write-up of this awesome birthday on Catch My Party doesn't include any hints on how these were made, but it seems relatively simple — below is our guess, or how we would make them.
Materials: a long stick from the outdoors somewhere; brown craft paper or brown paper bags; a roll of twine; hot glue; a bunch of newspaper for stuffing.
Sand down the rough edges on the sticks, if needed. Twist the bottom ends of your paper into a point, and tie with twine, hot gluing as needed. Shape the brown paper as close to its final shape as possible, taping or gluing to hold it in pace as needed, and then stuff with wadded-up newspaper. Hot glue the stick into the middle of the open end and allow glue to dry overnight. Then, tie on the top piece of twine. And you're done!