I draw an oval shape, hold it down so the shape tool kicks in (and it becomes a nicer looking oval), fill it, resize a little, and then draw in the tail. I don't use black outlines for the bubbles, since that winds up taking way more time, and Procreate doesn't have a clean and easy way to add them in.
Most of my pages are rich enough in colour that the lack of bubble outline doesn't matter. The one time it did, I plopped a drop shadow on it, and it still looked pretty nice.