I’ve never really tried polymer clay filigree – caning has been “my thing” so far – but I’ve seen some absolutely beautiful works done with it and here are some lovely examples of Christmas ornaments done with it. The first, above, is Starless Clay’s ornament in her Etsy shop. She has many more.
Instructions on how to make a filigree egg can be found in this tutorial. Simply stick your filigree to a regular glass ornament and away you go!