They're dixie cups, like the kinds for kids. I assumed they were safe since I've seen lots of bird toys made with them. It'd be a pity if they weren't since i'm not sure where else to get such little cups!
I put some pellets, some nutriberry crumbs, and a bit of millet. I think the piece he grabbed at the end is a dried fruit from the nutriberry? And to make it I just threaded some untreated leather through them with a knot at one end, super easy! I made one for Mia too but hers was much simpler since she's not that into toys yet. It had just one cup with shredded paper inside.