There is a python script that could make what you are looking for.  I used it to make a cage prop of 8.  Doing four more shouldn't be a problem.  The Mr. Looper script found on his page.

http://www.the.cage.page.phantom3d.net/TDMT_Match/other_scripts/various.html

You will have to start out with a sphere, scaled to the shape you want.  Then use the script to make a verticle loop around the sphere prop.  You need only use the script once: copy the loop object to the library and load the thing, yRotate, and repeat to create your prop.

Best Wishes,
Rªnce