Origins of “Waldorf” Dolls:

The typical Waldorf doll is made from sheep's wool and cotton knit fabric. It has a unique inner head, which gives form but not detail to the face. The origins of this type of doll come from a strong European tradition of doll making. Germany was the leading doll manufacturer in Europe in the 19th and early 20th century, dominating the doll market at home and abroad. Many dolls and toys were made at home during long winter months with materials that were at hand - wood, sheep's wool and cloth scraps.

However, dolls still continued to be made at home and the simplicity and charm of these formed dolls stuffed with sheep's wool ensured their survival despite the plethora of more sophisticated toys.
All of the Peppa Dolls are made in Fair Trade, and bear the attached Fair Trade Logo.

Waldorf dolls are also associated with Steiner Education. Here is the information on Wikepedia what a Waldorf/Steiner Doll is :

A Waldorf doll (also called Steiner doll) is a form of doll used in Waldorf education. Made of wool and cotton, using techniques drawing on traditional European dollmaking, its appearance is intentionally simple in order to allow the child playing with it to improve or strengthen imagination and creativity. For instance, it has no facial expression. Its legs and arms are flexible, allowing natural postures.