I got this pic from some one here, don't remember who but the credit is not mine.

They are gooey when just slid off the worm and harden with time, don't know how much time, but still sort of soft. So don't start squishing them or they'll burst and you'd kill the baby worms. They come in all sizes and even within their own specie, I guess they healthier/bigger the mama worms is, the bigger the cocoons. Just like different sizes of chicken eggs.

Thank you so much I was thinking they would be diff sizes and all the bigger the worm the bigger the cocoon.. thank you again