Anyway. I tried to make one of these before I had acquired either Double Pointed Needles or the skill required to use them. I used colored pencils with both ends sharpened and worsted weight yarn and know knowledge of double pointed needles. (You may remember that I did use this method to make a hat for a certain duck-like monkey a while ago.) It ended up absolutely hideous and not at all bunny-like. I don't really understand what went wrong... I think I twisted it, knit it in the wrong order, did some interesting purl stitches, and ended up with a mess. I also tried to knit one with toothpicks and crochet thread. That didn't work out too well either.
However, now that I own DPNs and, almost-slightly-not really- more importantly, know how to use them, I have successfully knitted a Tiny Baby Bunny with an incorrect title.
He's so sweet. Although he is a little bug-eyed.
Instead of fingering weight yarn, I used worsted weight, so mine is the size of a regular marshmallow, rather than the size of a mini-marshmallow. I also used US size 4 DPNs.
I'm calling him Damian. Damian the Turquoise Bunny.