Theo loves to knead. Whenever he's on a puffed up blanket or comforter or pillow he'll sit there mindlessly and endlessly kneading. Whenever he's on my stomach he'll also knead and I must admit I love when he does it because it feels good.
Diego-san will knead on occasion and Thompson tries but it's quite hard to do with only one paw without losing balance.
But it's Theo that needs to knead. And if his purring is any indication, it's an activity he does when he's feeling happy.