Are you looking to make it hollow? Like an egg shell, but just heart shaped?
Then you'll want to cut out a heart shape in foam rubber....she same stuff you use for a needle felting surface. Needle felt your roving on to that and felt it up. I would do it in layers; 2, maybe 3.
It may not work on your first go. See exhibit a: (lol)
Wet felting in dimension is....um.....not always predictable.
Katie