This pillow seems to have become a specialty of mine, which is kind of amusing because it really is pretty easy to make. It's a square bolster, which is made with a standard neck roll pillow form.
The fabric for this particular bolster was provided by the designer who ordered the pillow, so the dimensions of the final product were dictated by the crystals on the fabric. It ended up being about 6" x 18" per side. Because the pillow form was a little smaller, I wrapped it in a few layers of bump drapery interlining to give it some more volume. Usually I use batting, but I didn't happen to have any on hand, so tried the bump. I really liked the heft!
Construction of the pillow is really pretty easy. The body of the pillow is a long rectangle: if the sides are 6" and the cording takes 1", then I would cut the rectangle at (4 x 6) plus (4 x 1) plus (2 x .5 seam allowance), or 29 inches. I mark where the cording goes (I used 1/2" soft welt) and sew it into place. The seam of the pillow falls at the base of one of the cording lines, so it really doesn't show.
Now for the end pieces. These are squares, and for the example above they are cut at 7" (6" per side plus .5" seam allowance). I add the covered cord to the square end pieces, joining the ends with an overlap.
Here's where it gets a little fiddly. You need to remove about half an inch of the cording filling from each end of the pillow before sewing on the end pieces; this reduces bulk at the corners. One end piece is machine-sewn to one end of the pillow body. The other end is machine-sewn only on two adjacent sides. Be sure the sides with the cording joins on the ends are lined up. Then the body is turned right-side out. I stuff a bit of poly filling into the bottom corners and secure it in place from the outside with some straight pins. This ensures the corners fill out nicely. Then I insert the pillow form. The remaining sides of the second end are sewn by hand.
Covered buttons complete the bolster. Eight buttons are needed. I have a very long tufting needle that makes it easy to poke through a pillow like this and attach buttons. I always use waxed upholstery twine; it holds like iron.
You can make these pillows with contrasting cord as well; you'll just need to cut each panel separately.