I take the cardboard tube from finished toilet paper, squash it real flat, put two or three shelled almonds inside, close the open edges folding them a couple of times... if you look at it from the side it should look like an "S" with a fat tummy. Push it through the bars of the cage and hang it there, using the folds in the cardboard. If you do this before going out they keep busy for a while and don't notice you leaving. Other types of cardboard can be used in many creative ways (as long as it's safe) like a tightly rolled-up piece with nuts in the centre of it, hanging from a string... the more layers of rolled-up cardboard, the longer it takes the bird to get to the nuts.
The little plastic yellow eggs inside chocolate Kinder eggs are also good: put a hole at both rounded ends, thread a string through them with a knot at the bottom to stop it from falling, put a nut in it, close it loosely the first time, and hang it in the cage. The more eggs the better!