My cat, Juliette, loved pipe cleaners coiled like this. She actually played fetch. They're inexpensive, so when they got dirty our beyond the ability to be recoiled, you can throw it away and make a new one.
Wine Cork Cat Toys - make it yourself. Drill a hole through the center of a cork, pull rickrack through the hole (attach needle and thread to one end of the rickrack to guide through the hole), knot off at both ends.