I do not keep a nature table, but I do own some things (figures) that were created for a Waldorf nature table. Other than the natural items that you already mentioned, which hopefully are collected by the child and parent/teacher themselves on a nature walk, often figures and silk scarves and wool roving are used to create a scene. These scenes can be simple or elaborate, using one figure or many, however you like. If you go to www.waldorf-toys.com
(click US/UK option) you will see many different handmade felt or knitted figures. Sometimes they are just representational of the different seasons or plants that bloom in a season, other times they are characters from Waldorf stories. So you might tell a story while introducing your child to the table or area you've set up to explain what the different things represent or how they fit into whatever you're studying.
Now, I'm a Catholic, not a Waldorf parent, but I like a lot of the handicrafts associated with Waldorf. I think nature tables are a little bit like altars except that usually (so far as I know) one does not make petitions of prayer before a nature table. Otherwise, I find they are very similar, especially for the Waldorf family that does not otherwise participate in conventional religion. The reverence for nature, the symbolic figures, the collected objects, candles, these are a universal theme for world religions. I have a crucifix, and statues of Mary and Joseph and Jesus in my home that I keep up year round. My Waldorf figures I change seasonally but don't group them into any one area of the house. They are just decorative for me. I really appreciate the sweetness and cheerfulness of them, plus that they are handmade.
See also www.naturetables.com
for some good ideas. BTW, the popular "Nature Tables" book (by Petra somebody?) I did not find to be very interesting unless you are actually wanting to make the figures yourself.
Hope that helps,