Planetesimals are believed to form by the gravitational collapse of aerodynamically concentrated clumps of pebbles. Many properties of the objects in the cold classical Kuiper belt – such as binarity, rotation, and size distribution – are in agreement with this gravitational collapse model. Further support comes from the pebble-pile structure inferred for comet nuclei. For this study, we simulated the final assembly of a planetesimal from the gravitational collapse of a rotating clump of pebbles. We implemented a numerical method from granular dynamics to follow the collapse that includes the transition from a pebble swarm to solid cells at a high density. We compared the shapes of the simulated planetesimals with the shapes of the lobes of contact binaries and bilobed Solar System objects. We find that the gravitational collapse of slowly rotating pebble clouds naturally explains the formation of flattened ellipsoidal bodies. This result agrees well with the flattened structure of the bilobed planetesimal Arrokoth and the shapes of the components of bilobed comets.