For more timid birds I've added some holes (via a hole puncher) to the paper cupcake liners. It gives them an easy starting point since birds seem to go straight for the middle of toys rather than the edges (at least in my experience).
If they are really new to a toy is can also help starting small, like 1 cupcake liner. Once they are comfortable with the material (in this case cupcake liner) then you can make it big and fun!