My daughter made me some balls of ice to take photos of. For this she put a water balloon outdoors to freeze over night (was some weeks ago). Some of them also got some pearls in them. Her is one of the pictures:
I have cropped it down a bit and it is also scaled down in size (click on it to get a bit bigger picture).
And here is one that my youngest son did.
I think he used an ordinary and straight balloon instead of a round water balloon.
The set up was to put a lamp inside a glass put upside down. Kept the room as dark as possible to make this light the main light source. On top of this I put the ice.
The pictures was taken with a 100mm macro lens at f/32. With ISO 200 I got an exposure time of 15 seconds. Sometimes I had issues with the ice gliding around so using a flash as light source would probably have helped to freeze the motion.