It is funny the strange things they LOVE...mine loves to shred kleenex or paper towels.
Zoey's other favorite is actually a cat toy: it's a little ovoid mouse that has a pull string tail. You pull the string, and the little thing shakes/vibrates. She goes crazy over the thing! She loves to fetch it, and has even taught herself to hold the mouse down with one paw and pull the string herself with her teeth, setting it to shake! She'll also grab the string and fling her head back and forth, making the mouse fling from side to side and pulling the string out and setting it a-shaking again.
Funny that her favorite toy is a cat toy!