Fuzzies have been known to work for the Koopa Troop, but they are are usually wild. In fact, they are very unpredictable in general, and like to cause mayhem. Some Fuzzies are nearly invincible, but they usually aren't too dangerous. They are very fast and can cause a lot of trouble with their mischievious nature, but they don't cause serious harm unless provoked.
The creatures have changed somewhat in their behaviour and strength though. Originally they were impossible to defeat, and they usually lived on wires high in the sky. In Paper Mario they tend to keep to the ground, and they bounce around a lot.
"Fuzzy things are usually cuddly, but htis fiendish furball means trouble. Yoshi likes to feed on Fuzzies, so take him to Fuzz-infested areas." - Mario Mania
"Don't be fooled by its bouncy nature - Fuzzy has one of the stronger attacks in the game. Its quick moves make it hard to defend against, and any that get through will latch onto Mario and drain Heart Points." -PM Player's Guide
"This is a Fuzzy. Why do Fuzzies always jump up and down? They need to chill out! The problem with Fuzzies is their quickness. It's really tough to time their attacks. If they latch on to you, watch out! They'll absorb your HP." -Goombario
"This part of the forest is the Fuzzies' main stronghold. The woods would actually be quite beautiful, if not for the Fuzzies. The light's nice...Do you think Koopas do the logging around here?" -Goombario