I would recommend just getting small paper lunch bags or asking for the free paper bags they put wine bottles in at the grocery store check out lanes.
If they have glue at the bottom just tear that portion off.
Then stuff them with hay (add a variety ...mine love oat hay), herbal mixes and treats (I get mine from Small Pet Select). Then twist the ends shut like a tootsie roll. Sometimes I will tear small holes in the side and pull bits of the contents out to get them started.
They love these. It is cheap, easy, and safe.