Make a paper template in the shape of a fortune cookie, kind of like an elongated heart. Draw out two cookies on to felt.
Cut them out.
Cut a small strip of white ribbon and write a fortune on the ribbon.
Take a needle and thread and start stitching together the cookie sides. Leave a small part unsewn.
Fold the cookie inside out and stuff.
Place the fortune in and stitch closed.
Sew a badge back on to the back of the fortune. To make the cookie more fortune cookie shaped, stitch in between the two flap bits to bring it together more.