We got a package from Amazon and it had some of that plain brown kraft paper in the box used as packing material. It was a large sheet of it that was twisted and compressed to make it fit around the item we ordered.
I threw it in the GP playground without straightening it out. From their reaction, you would think I had given them a ticket to Disneyland.
They have been running around, popcorning (even got one rare tornado popcorn from Wynn) and vocalizing like crazy in this thing for hours now. It makes noise, they can hide in it (both for security and to stalk each other), and they can chew on it, so they are totally stoked.
Just thought I would share this in case anyone is looking for new and inexpensive ideas for entertainment!