Create Poly-Sphere

Give it a radius of round about 5 and 8 by 8 Subdivisions

Get into the component mode and selct all faces

Make sure that you switch off 'Keep Faces together'
(under Modeling > Polygons > Tool Options)

Extrude your selected Faces ...
Local Translate Z : 0.2
Local Scale X/Y/Z : round about 0.4

(simply something like this )

 

Now Extrude your Faces again and again so that
you will get something like this: