I just get paper towels (not the role) and wrap them around some treats and tie a stright at the top where it bunches and hang it up. My girls never liked just the rolls either. But I tried somethign new last night I got toliet paper rolls and strips of paper towels ..dipped the paper towels in water and cover the whole roll, ends and everything. let it dry (takes about a day next to a heater). Once dry poke a whle in the end ..put some treats in ...get two strips of paper towel, dip them in water and cover teh hole ..not makeign the whole role too wet this time whee there is treats in there. Wait for it to dry again, tie some string around it and hang.
Also boil an egg, let it cool ..give it to them and watch them pick the shell off (they wont eat the shell, only the middle)