They're actually spheres when finished that measure icing conditions, gps location and listen for particle impacts. A balloon is used to carry a probe into the thunderstorm updraft where it is then remotely disconnected, allowing the probe to fly/fall freely.

These little spheres are cut down from balloons inside a thunderstorm updraft where they start following trajectories similar to a natural hailstone. They record their position, icing and listen for impacts!