An emery is a small pin cushion filled with a special sand which helps keep needles and pins sharp.
Emery itself is also known as corundite. Egads, I am about to reference Wikipedia. Check out what Emery is here. As a sand, it is quite fine, nearly resembling a teeny tiny gray powder.
A small amount, because only a small amount is needed, is put inside small cushions. In the cushion, the emery is an abrasive that polishes away the burs and rough spots on your needled. You know when you are putting a needle or pin through a fine piece of silk and something snags? It takes off those things.
The emery we know best to day is the small strawberry that accompanies the little red tomato cushion. But, during the nineteenth century, these strawberries were greatly varied and often made at home.
As you can see, there were different caps used for emeries – metal, embroidery and fabric. One example here shows that some caps were glued on and in this case lost. (A relief as I was facing the adhesive decision.)
If I Had My Own Blue Box: 
Anna, to make an emery berry, should I first put the emery in a tightly woven fabric “bag” before building the velvet fashion “berry” around it?
Some originals definitely show two layers being used, likely for the very reason you are thinking. I suspect there were some made with fabrics that did hold up to holding their emery, and those are no longer with us.