A couple of years ago, I sat down one afternoon with the kids and some Sculpey and made the Jesse ornaments. They are very primitive. The problem is, I tried to bake fishing line into them to serve as loops, but many came loose and caused the ornament to break! My Jesse tree is a little ragged, but I highly recommend it as an activity and as a remembrance of Jesus' "family tree".
Last year, Family Fun magazine (a subsidiary of Disney) of all things, had a lovely nativity made out of pipe cleaners, cotton and yarn. We made dozens and this year the CCD teachers will get one as well. It is a wonderful activity.
Here is the link: Family Fun Magazine