Getting them outside on the grass during the day is a better idea. I put mine out as soon as the first week if it's warm enough. A bucket placed on its side will heat up in the sun and works as a brooder. Provide feed, water and shade. You can also provide a dish of clean sand, or a clump of clean sod from your yard, dirt included in your brooder. Roosts too can keep them busy and build leg strength. Chicks don't really play with toys.
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Letting them out to scratch and be chickens would be better than toys. They will keep themselves occupied the rest of their lives that way. Just make sure they have a safe area with everything they need. I used a toddler play yard when mine were too small for the run.
I didn't cover it, but I was within 10 feet the whole time they were in it. It's light enough to move each time.
Get them outside and on some grass is the best idea. True patriots pen idea is a good one. The pen i use is a home made pen that is made with hardware cloth that covers the top also, they cant fly out or other things get in. The one i made had an enclosure on one end so i could put the light in that end and leave them in there overnight. No bottom so i could move it every day to fresh grass. The first time you put them outside on grass is cute. First they are scared of it and stand still. then the bravest one will start pecking and soon they are a frenzy of activity, exploring and enjoying. Have fun!
Bird toys are generally made for parrots and other birds with hookbills. These birds are more curious than chickens and use their beaks like toddler hands, unlike a chicken who has a beak made for pecking and shoveling through dirt. Your best bet to curb boredom is to get them outside ASAP.