A Nshé, in spherical form.
The Nshé is a sorcerous creation, able to assume a variety of forms. Shown above is its spherical form, one ideal for engulfing its prey. It is an oversized marble called a "soap bubble" which I found in a local game store for about $2 CDN.
I'm going to have to keep my eyes open for other transparent or translucent figures: seven foot tall humanoids, serpents and flat sheets are mentioned as alternative forms, though I am sure the list is more extensive than that.
A Pathfinder Miniature Mothman makes a perfect Hlu'ún, at least in my opinion anyway. I've been able to find them on ebay at reasonable prices, and one doesn't need that many anyway.