Add your desired amount of sugar cubes in a ziplock bag.
Using a meat mallet, crush your sugar cubes into small pieces. If you want Belgian pearl sugar, you can leave the pieces a little larger. Swedish pearls are generally about the size of peas, whereas the Belgian style of pearl sugar is around 1/4 of an inch.
You don't need a ziplock bag but it definitely contains the mess!
Use a rolling pin if you don't have a meat mallet on hand.