I had considered making them out of hobby clay that hardens in the oven. But I got a better idea from a discussion in a Facebook craft group. Someone mentioned they had made them using bendable chopping boards from Ikea (Hippusia-blog, in Finnish only). I decided to drop in at Ikea (15 minutes drive from my home) and get those to try that.
The chopping boards come in packs of two. Price at the moment £1.40 in Britain, 1.99€ and the same in dollars.
You need the boards, a carpet knife (or scissors you use for heavier work) and a base to cut on. I used a thick wooden baking board that pulls out of my kitchen units.
I cut a hole to the top of the sock shape for hanging. Then I wrote the shoe size on the blocks. Make sure to use permanent felt tips!
Finished! Easier to take photos of new socks, too, rather than photographing them on my own feet.
These are hanging from my top closet door handles with Ikea hooks that are normally used to hang keys in my hall.