The originial version of this Idea referenced ordinary Ping Pong balls, except that they wouldn't be ordinary; they were supposed to be biodegrade-able.
I dislike that, because it means you have to keep making them constantly, using up energy and resources, to replace the ones that biodegrade. However,
I like the reason why biodegrade-ability was desired: We don't want wildlife dying from eating them.
Well, there is another solution: Make them too big to be eaten! Say, a meter in diameter. Very few critters will be able to eat such large spheres.
Another advantage of huge Ping Pong balls is that we can efficiently use them to sequester CO2. They are made from pretty tough stuff, after all, to withstand the hard paddling of many games, and can hold a moderate internal pressure.
Compare a meter-diameter Ping Pong ball with the typical 4cm diameter ball: the larger ball has 25 times the diameter, 625 times the surface area (material to manufacture), and 25x25x25 = 15,625 times the volume of the ordinary ball. We can use less material to store more gas, when we make giant-not-ordinary Ping Pong balls.
So, about the only change needed, from the standard (but scaled up) manufacturing process is the final step where two halves of each giant Ping Pong Ball are sealed together; we just do this in a room full of modestly pressurized CO2, piped in direct from, say, a coal-burning power plant, and make sure the seal is "hermetic" (won't leak).