Open the balloon neck and pour some colouring inside the balloon
Put the balloon neck over the faucet and fill as you would a water balloon, I filled mine to around 20cm diameter as I got a bit scared they would burst all over me lol. Don't use actual water balloons, the rubber is too thin and they probably WILL burst all over you!
Place outside in the snow and allow a few hours to freeze solid (or I guess if you've no snow, put them in the freezer lol)
When fully frozen, snip the balloons and peel off leaving coloured ice 'marbles' for the kids to have fun with in the snow!
Warning, these made a terrible mess of the kids clothes when handled but it washed out fine
