If you have a craft store nearby, it is possible to get air-drying clay that comes in either terra cotta or white. The clay is great for aromatherapy jewelry because it will absorb drops of the oil and last for a good long time.
This leaf is rougher than you'd want for a pendant, but will give you an idea of what we're talking about:
You could make any kind of beads or pendants, depending on what you'd like to make. You can find really interesting molds with the clays at the craft store, or in the candy making section.
I found some pendants we made several years ago using this clay...
Here are some examples.