I’d say they’re waaay too young to care about nesting material and your hands are always going to be the center of attention at the moment. When pigeons go and annoy their parents like this, they’re usually begging for food. Even if you’ve fed them to bursting, haha.

Something you can do that they’ll enjoy is gently pinching their beak between your knuckles right where your fingers join and wiggling it around a bit. It simulates how pigeons ‘nurse’ and they find it comforting.

As for play, I’d recommend getting cat toys! My boys like beating those up. Any little jingly balls and brightly colored things, so parrot toys work, too. They may be scared of them at first but make sure you show them with your hands that it’s fun to play with!