Most glider toys are categorized as either forage toy or reset toy & floor toys. I'm not sure what puzzle toy falls into, as it could be either imo.
Glider safe materials can be found in many places, Dollar Store types are popular places to find stuff, but you can find stuff anywhere. Also, some items are found on websites, look for vendors list here, or google toy parts for sugar gliders or even birds, you'll find lots of safe stuff. If you're not sure what's safe, double check. You can also do a search for tutorials, I know some members have posted some.
I personally have used:
Craft lace (rex lace)(found in craft store)
Pony beads (found anywhere)
small Easter eggs (Dollar Store)
Silk flowers (Dollar Store)
Bells (vendor)
Jingle balls (Pet isle, pet store)
Lrg & sm plastic treasure chests (vendor)
Plastic chain (vendor, but you can find at bird toy sites)
C-links (vendors or search web for bulk if needed)
Plastic bracelets (Dollar Stores)
Bird toys, modified (pet store/pet isle)
Fleece (fabric store)
Plastic mesh (vendor, used for cage building, but you can buy in hardware store).
Hard plastic toys (Dollar stores, various stores)
Plastic shot glasses (Dollar store)
Small-medium wiffle balls
Staws, and sometimes use sharpener for spiraling. (any store).
Baskets, various sizes (various places, Dollar stores often)
I have purchased small plastic links, s-hooks, and other charms from vendors here and there.
I can't remember anything else I've used, I may be forgetting something. I love making toys, but I have purchased several for various vendors, things I don't thing I could make myself.
Hope this helped.
Oh, here is a link to images of homemade sugar glider toys, maybe you can get some ideas
homemade sugar glider toy images