Ground walnut shells are hard, fairly non porous and are used as reptile bedding so easy to get, inexpensive and heavy so they give the pincushion a nice heft. Personally I wash them first. Sometimes there's a lot of dust on them. Rinse them in a bowl, drain the excess water with a fine sieve then spread thinly on an edged baking sheet. Pop into a very low oven until completely dry.
You can mix some lavender in with it if you like. Like a tablespoon or two to a cup of walnut shells.