Since the blanket is formed out of un-spun roving, there will, of course, be some shedding. A lint roller can be used to help manage pilling and shedding. Picking fluffy bits away carefully with your fingers can also work.
Make Your Own
If you'd like to make your own giant chunky blanket, you can find the wool roving here. Felting the wool roving (attaching the ends together) is easy, and a guide can be found here. You can even get the custom pattern on Etsy to help make things easy. If you can find some giant sewing needles like these ones, they'll work. Otherwise, you can make your own enormous needles out of PVC pipe.
Happy knitting! Let us know how your blanket turns out!
Check out this video tutorial for full instructions. An oversized knit blanket is within your reach!