Yep, homemade toys are great! That's a really good one too ... who dosen't have coffee filters in the house (just make sure they are not bleached) and they are cheap too, what, you can get like 200 for $2 or $3 ...
I drilled a hole in the center of the filters. Cut slits in them up to just where the round bottom starts. Cut the slits every few inches or so. Threaded them on the treat-k-bob and shook food coloring from the bottle. (to much color if you squeeze the bottles). And that is all there is to it. You can use rope or whatever you have to make it but I like the treat-k-bobs.
I made 2 and put them in cages. I will make more later tonight and post pics. Today is going to be cage cleaning day around here so I wont make any toys till later this evening.