When I was a kid I went with my grandfather to a place on the lake Huron shoreline in Canada. There were perfectly spherical rocks that were natural formations there.
Perfect spheroids are favored by any natural process that involves a great deal of surface energy. A sphere has the lowest ratio of surface area to volume, so the best way to minimize surface energy is form a sphere.
Moqui marbles are also naturally occurring spheres, or so it is assumed, they are hematite surrounding compact sandstone.
Nobody is exactly sure how nature formed them but in the absence of other evidence, it is assumed they are natural.
My Grandfather had a perfectly round rock. Created by a volcano. Thunder Ball or something.