They're dolls, I think. They all fit into each other--look.

[Korra opens up the Matryoshka dolls, and places them in a neat stack until she can form one doll.]

I found them the other day when I went to North. They're a little...um.

[One glance should tell Sonia what Korra means. All of the dolls have an expression of pain or agony painted on.]