1 Spread a thin layer (about 1/2 inch) of clay in a small oven-proof pan. You can find clay in the natural environment, but play-dough will work. (Do not use oil-based clays as they are a fire hazard!)
2 Go on a nature walk, searching for things which could become fossils (if you were around in a few million years to dig them up). Remember not to disturb anything living, such as snails or live plants. Fallen leaves, empty shells, dead bugs, etc. will all make great fossils.
3 Arrange your soon-to-be-fossils on the clay, and gently press them into the surface.
4 Scatter a thin layer of sand over the clay and your objects.
5 Carefully add a second layer of clay to the pan. The sand will allow you more easily to separate these two "sedimentary layers".
6 With an adult's supervision, let the fossils bake very slowly in an oven on low heat, for an hour or more until the clay is dry.
7 When it is dry, remove the clay very carefully from the pan and pry the two sedimentary layers apart. Dust the sand off your fossils and display them!