Toys are fun to make, but keep in mind they need to be safe as well as fun.
A dremel is your best friend.
Zip ties are your other best friend. Stock up!
Resources are your third best friend. Join some facebook glider groups, there are many many vendors on there that sell charms, bases, chain, links etc that are glider safe... on the links below, they sell bird and glider toy parts, not all of the bird parts are safe for gliders, if your not sure about an item ask someone or post it here.
https://www.noahsarkandnovelty.com/
http://www.thesugargliderstore.com/ToyParts.html
https://www.joann.com/wacky-whirly/1165687.html?utm_source=google&utm_medium=cpc&gclid=Cj0KCQjwpvzZBRCbARIsACe8vyJ2FzUJ0iKRGpNQqgEhQUQDMXBbc-qmtVco1o1BC8ZsQJH9WMEEzpEaAmF8EALw_wcB
No glue, woven ropes or traditional yarn.
Toys can be as simple as a toddler floor toy, ball pit filled with pompoms and easter eggs, to elaborate hidey hanging toys loaded with charms.
Personally I use a bit of everything, hanging toys, toddler floor toys and very simple things, like feathers, easter eggs, bracelets, chinese finger traps, pingpong balls... I'll post some pics in a separate post some of mine and some that I see used a lot.