In blender > 2.82:
1. Select the object (In object Mode)
2. Press F3 (to open the search bar)
3. Search "Make Library Override"
4. Select "MultiBall_rig"
Thanks Adrian,
The 2.8 version is explained here.
https://cgcookie.com/resource/multiball-rig
At the moment, the Make Library Override is still buggy. But they are still working on it.