Cut your denim into 2 rectangles about 4" x 3" (10cm x 7.5cm) You need to cut it so the white threads are going horizontal and the blue threads are vertical. You are going to pull the white threads out to leave a blue tassel.
Take a short length of embroidery thread, all 6 strands and make a tiny stitch at one end of the rectangle of fabric, thread the bottom of your earring finding through and then secure with a knot.
Add a tiny dab of superglue to the knot to secure and then as tightly as you can start rolling the tassel up.
When you get to the end add another tiny dob of superglue and hold the tassel close with a pin whilst you get your embroidery threads ready.
Using all 6 strands of the embroidery thread, start wrapping around the top part of the tassel. Use several colors and to start and finish each colour just do a small stitch and tie a knot. Then I wrapped the thread over to cover the ends.