Check out the short step through in the WIPs below:
I started with a sphere and pulled it into a basic shape in Zbrush using Dynamesh to keep the topology even.
Once the basic shape was there I added resolution and blocked in more detail, tweaking the overall shape as I went.
Once I’d roughed in some detail I added basic Zbrush materials and rendered out a BPR for Photoshop. Once there I just added some colour, and painted in a little extra lighting using the paint brush and the burn/dodge tool and decided I was done.