Put some glue on a thin wire. Wrap it with absorbent cotton solidly. This is core of a finger. Make 10.
Insert one in every finger.
Stuff into the palm with polyester fiberfill. It is rather soft.
Stuff into arm with fiberfill.
Wrap around 5 wires with fiberfill spirally, then push fiberfill with a thick stick. And the wires will keep in the center.