Good idea. Similarly to add for a ball gag tape is helpful also. I just took a sock, wadded it up and wrapped it in electrical tape. Now had I thought ahead I could have probably put the string through the sock before wrapping it, but since I did not I went ahead and made a little mask type thing to secure it.
For the "mask" part I just took a piece of soft leather from some sort of pouch I had no use for, but I suspect you could substitute anything that is relatively strong, and made a little hole in the middle of it so that the ball would poke through it a tiny bit. Then I took an elastic band with an S hook on each end. I cut two small holes, reinforced the sides with electrical tape to prevent tears at the corners of the hole, and just attacked an s hook on each side and fit it around my head. It works pretty well, but in all honesty I would experiment with just putting the string through before making the taped sock ball. One issue I have with my current contraption is that the harness/mask thing tends to collect my drool to some degree which isn't as much fun as it dripping down, but then again sometimes it drips in one big pile that way when I move my head.