I have some of those cat balls with the plastic bars around and they do eventually chew through (especially budgies), some have metal bell, the last ones I got have a plastic bell (probably not much better). You can use the whiffle balls (golf practice balls that are white with holes all over) they don't have anything in side (I have one budgie that loves hers). I did get some really hard balls for ferrets/ferret section at the pet store last time they have the circle and star shapped openings and an emblem of a ferret, but the outer plastic is really hard and thick, they do have a jingle inside but I don't know what it is. They were a little more expensive, but I think the pkg came with 3 and for small birds they would last forever.
Correction the ferret balls have paw print openings and several plastic beads inside.