I mix walnut shells with rice. I like them weighted.

Wool works well because it has natural oils, as do walnut shells. Make sure the wool hasn't been washed.

Steel wool will rust and scratch your pins or needles making them rough. It is not a prefered material. I use walnut shells for the best, though course filling. Sand makes a nice heavy base too.

I cut open old velvet pin cushions when I find them at thrift shops and yard sales. They are always filled with sawdust. I find a lot of needles inside them. The quality ones like they use to be made. Very seldom do I find any needles that are rusted unless they happen to be newer ones.

...... so it wasn't just my Mother who filled her pin cushions with sawdust!

I too remember her opening up the old ones and taking out all the needles.
She'd have a count for us all, as to how many she found.
In fact ... I still have needles that she had saved in her felt needle books!

What I used was wool from the inside of an old quilt. Most likely it had never been washed, as we would take the quilt apart if the top needed cleaning, wash the top, put the wool batt back in and retie it. If the batt was in bad shape, it went to the woolen mill to be re-carded. They cleaned it that time and usually had to add some new wool, as there was always some of the old wool lost in the carding process. "Carding"? Using a wire-toothed brush to comb out fibers, as of wool, prior to spinning.

I would think that would work, but it would be hard to get it smooth and not lumpy. I wouldn't worry about if it had been washed or not.

If you line the fabric with batting before making the cushion the finish will be smooth after stuffing.

I too use the Poly-pellets but I don't use the cotton balls. I have no trouble damage to my pins and makes a great pattern weight. I machine embroidered on a piece of black double knit that we don't know what to make with anymore.-lol I've been using my glass heads pins in for almost 4 years now.