I take a paper towel tube and cut it in half. I wedge one of his rubber squeaky balls in the end of it and then a couple of small treats inside the tube. I block the other end with a small soft animal toy. 
 
Copper has the best time working to get the treats out. I sometimes have to pick up pieces of paper towel tube later, but that is no big deal. And when the next paper towel roll is empty, I have 2 more new play treat toys, free!