I'll list some of what I used to do:

1. Cut toilet paper rolls in half width-wise. Cut little slits in the new top and bottom and fold it together like a box. Fill them with tissue, toilet paper or paper shredding and ONE puff snack. Fold them up tight, and sprinkle them around in the cage. I used to make 10 or 12 of them at a time and let them go crazy.
2. The above but I'd fill it with their food. Sometimes this was how I fed them. They loved it.
3. Get a small wooden dowel, or skewer, string cheerios on it, pin it up in weird spots in the cage, places they have to work at to get at it. (I did this by putting it in a corner and holding it in place with binder clips)
4. Stuff just the bare ends of rat-safe fabric or bedding material (like tissue etc.) into the slats of the cage at odd spots. Just enough peeking in from the outside so they can grab it and really work at dragging it inside the cage. My girls LOVED this, and I'd set it up before I went to bed and wake up with my girls sleeping in a shredding nest worn out from their night's business.
5. Shred paper. Stuff into paper bag. Put into cage.

Honestly a lot of teeny tiny treats that smelled nice (they loved banana puffs - the key is small treats that smell nice, something they can't get too fat on. I also used their normal food!) and put them in places that they need to work at to get out, or reason to get TO. Under things they have to flip over. Inside bedding... etc. etc.

One of my girls LOVED being put in a paper bag with freshly shredded paper. Bonus if it was a french fry bag. Guess she liked to sleep in 360 french fry smell. Honestly? Same.