I remembered to take some pics of the clementines being made, I thought I'd share them here. I hope they are obvious in process. My only advice when felting fruit is to really try and imagine you are holding the fruit in your hands and will it into being! Is that too strange?
First make a smallish ball and flatten it a little with your hands, it should not be too felted yet. Add thin layers to stay in control of the shape and size. Then sew a small french knot with some green floss roughly into the middle and secure.
Add some lighter orange or warm yellow for the underneath highlight colour, then start layering on thin orange wool roving and secure with as many needle felt holes as you wish, it adds to the natural divets! Pay some attention to a real one if you can and keep playing the shape with your needle.
Finally I like to wet felt (hot soapy water and quick rub) the whole thing to give it some density and life. Viola!