All of my guys have been trained that if there is a coffee filter involved, there is a treat somewhere inside of it. I take a hole punch and tie packets of treats wrapped in coffee filters inside of paper bags or on cardboard. Then I hang the cardboard or paper (lunch sized bag) on the outside of the cage. It take them some time to get to it, but by tying it to the bag or newspaper or cardboard, it doesn't fall on the floor and get away from them. That way they don't get discouraged.
When they hear paper rattle, they know what is coming.