Frayed Rosary String

Found next to a dead, moss-covered bug on a small ledge above the starting location. Drop down from above to reach it.

Found in a small dead end tunnel.

On the dead bug in the area beyond the Silk Threads.

Go through the nearby Breakable Wall and work your way up the platforms to find this at the top.

On a ledge above the bottom exit. Drop from above to grab it.

Found on a dead bug above the locked bellhome.

On a small platform.

In a small alcove on the west side of the area.

In the small section at the top of this area. Wall-jump up to grab it.

Inside the cage. Break the door to force your way in.

Found on the ground, near and Underpoke and Underworker.

Accessed via the Breakable Wall to the south.

Instead of dropping down the hole (when coming from the east), continue to the end to find this and a few Rosaries on a string.

Found near the northwest corner.

Located on the corpse at the end of the room.

In a small alcove on the east side of the shaft.

Located on the lower eastern ledge. Be careful of the Barnak above it.

Inside the hanging cage. Smash it down to grab it.

Credit to Gamer Guides user AMB1008.