I've never done it but wouldn't think it would be a problem.... If you're going to staple it, you might want a buffer material between the staple and your felted piece so the staples won't pull through...a length of narrow binding or polyweb would work and I'd use stainless staples if you can get them. I work as a boat upholsterer and regular staples will rust from any form of moisture. A felted bag is basically a tube so no, I don't think that would be difficult either.
I'm MWhite on Ravelry, too...add me to your friends