Article: Don't use water balloons, which are too thin and weak for this purpose, and will easily burst. For a typical palm-sized stress ball, you'll need approximately 160 to 240 grams (5.6 to 8.5oz) of filling. Any of these will do: For a firm stress ball, use flour, baking soda, or cornstarch (a white powder called cornflour in the Commonwealth). For a looser stress ball, use dry rice lentils, small beans, or split peas, or fine play sand from a hardware store. Mix a small amount of dried rice into flour for something in between. This is also more durable than flour alone.
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Gather an uninflated balloon. Choose a filling.