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Atomic force microscopy (AFM) is a powerful tool to investigate interaction forces at the micro and nanoscale. Cantilever stiffness, dimensions and geometry of the tip can be chosen according to the requirements of the specific application, in terms of spatial resolution and force sensitivity. Colloidal probes (CPs), obtained by attaching a spherical particle to a tipless (TL) cantilever, offer several advantages for accurate force measurements: tunable and well-characterisable radius; higher averaging capabilities (at the expense of spatial resolution) and sensitivity to weak interactions; a well-defined interaction geometry (sphere on flat), which allows accurate and reliable data fitting by means of analytical models. The dynamics of standard AFM probes has been widely investigated, and protocols have been developed for the calibration of the cantilever spring constant. Nevertheless the dynamics of CPs, and in particular of large CPs, with radius well above 10 um and mass comparable, or larger, than the cantilever mass, is at present still poorly characterised. Here we describe the fabrication and calibration of (large) CPs. We describe and discuss the peculiar dynamical behaviour of CPs, and present an alternative protocol for the accurate calibration of the spring constant.