How to make wafer balls

I believe they're made as half-balls and sandwiched together with the filling.

If your recipe comes out of the oven pliable they could be baked in a similar way to brandy baskets and moulded before they cool. Otherwise you'd need to bake the half shells over or in a mould. That's a matter of finding a food- and oven-safe item of the right shape and size. Cake pop moulds are available; you'd probably need to fill the wafer with something like rice as in blind baking pastry.

It will take some trial and error, and after you've done that you're still left with the task of assembly. Some recipes can be moulded after baking, others don't seem like they can. You could use the same tools after baking to mould the former sort (or over the end of a large test tube).

For my own personal consumption I could also be tempted to try baking over large clear glass marbles, having put them through the dishwasher and then the oven (to make reasonably sure thermal stresses won't crack them) beforehand. Even better if I coudl get the relative size right, use the marbles to blind bake in the cake pop mould. I wouldn't use coloured (even internally-coloured) marbles.