Spent an hour (maybe less) making these10 little beauties. I tried the glue method first but the all sew method worked better for me. And yes, you can use plain ol' felt instead of fusing fabric to fusible batting; this method gave me more colorful 'cookies'. Type in" fabric fortune cookies" and see what happens.
Here's a quick photo tutorial from me:
Fuse as per package directions
Mark and sew inner third of seam about 1/4" from the edge