I dont have much experience with this myself since I've only tried needle felting eyelids (more like a socket?) once but maybe I can help lead you in the right direction. I found that you have to felt it a lot harder than you think in order for the eyes to look neat, you might want to try and create like a socket, or surround the eye with the felt. Do this by felting a seperate strip first and then applying it around the eye itself. After your done you could apply some kind of acrylic sealer to the eye lids- that will harden them up so that you can trim all of the little fuzzies away. I followed Joanne livingstons blog (Desert mountain bears) as I worked on my bears eyes ; she posts really good detailed instructions on how to needle felt the eyes along with lots of pictures... you might want to check it out as well .
I am trying to needlefelt them like one lond strand, so I can apply eyelashes, and then needlefelt them on.
I have tried to make one, but it was flat and clumsy. I did make them over a stick and left some wool to attach them.
Maybe I should try to needlefelt them on a wire - with no loose felt?
Do I glue the eyelashes on the wool or on the eye?
The eyelids will be put on a hole needlefelted animal.
Here is the post I wrote about felting the face. At the end I show you how I felt in the eyelids. Heidi is right, you really need to start out with much more wool than you think and keep poking with the needle. This will give you a nice firm eyelid to work with.
I really don't use eyelashes so I can't help you out there. You would just have to be careful with the glue around the felt. The wool is so flat (no shine) that I think that you will see a shine on it where the glue would be.
I don't know if you already worked out your needlefelting 'problem' with the help of Joanne's tutorial and the remarks by the others, but I know EbearZ University offers online needlefelting courses (against payment , by Judy Paul.
Here's the link to their Felted Faces course: http://www.kranbearys.com/Ebearz/Bears/FeltedFaces.htm
I have tried doing my own eyelids and it mine also tend to come out looking a little less 'pretty'
I have found though that if you needle felt some wool in to a strip and felt in on over the eye then it should hopefully work well - I can't seem to get mine to be hard enough before felting to the face and end up with half an eyelid.