I live in a high humid area (Seattle) and really like raw wool for pin cushion filling, but that probably isn't expected for swapping. My pin cushion at home is quite large (holds a couple hundred pins) that a friend made me from wool stuffed with wool.
My traveling pin cushion was made by a nice lady at the home where my friend worked. If you do a google on "knitted cupcake pincushion" you get the idea, but she made it better by using a large washer in the bottom for a stable base, looks like she crocheted the washer. It is then stuffed with poly but she added sparkly bead "jimmies" and I always get positive comments when I pull it out. That washer is amazing, it always lands base down. I actually keep it in a small clear plastic cup with a few safety pins in the base of the cup. The cupcake fits in and acts like a lid.