Lots of spinning on your finger tips can really make them sore. If you then try to move the ball around you will need to compensate slightly by moving your finger under the ball. This also comes with practice. If it gets to the point where it is bouncy then you really need to watch it during the catch so it doesn't bounce off your finger. Then try other balls.
Bigger ones are easier.
A soccer ball works pretty good but the seams may get in the way. Basketballs also are heavy and they can hurt your finger after a short time. They develop hard callouses and the ball seems to spin fine. I cannot afford to have callouses on my fingertips. I believe he uses a glue that can be dissolved with fingernail polish remover.