Dave, you may have a look for "fibre fill"?, I don't find the right term for the german word "Füllwatte". It is some artificial material to fill toy animals and dolls. It may look better as cotton. You may have a look in the handicraft shops for woman
If you google/picture search for "Füllwatte" you will find a lot of exmaples, this one looks already on this picture like smoke or steam:
Source: baerenlaedle.de
Cheers,
Frank