I was about to comment with something similar. Basically plastic rods that stick out from each side of the neck/shoulders. Then cloth stretches from those rods down to the legs, where they could peg into the leg holes on the back of the minifig legs (maybe have a single plastic piece that the cloth goes to, and that pegs in). The rods could use that piece you linked to connect to the neck.
I'm not familiar with system, so I'm not sure if this sort of thing is possible, or efficient to accomplish the intended design.
If this could work, it would free up their arms for holding the ball, though I'd be fine with just saying it's held by their wind stream.