Some people on another forum were talking about making paper mache houses for their pets, without the PVA though obviously. You could just get loads of cheap toilet roll or kitchen towel and soak it in the water and mould it into shapes. Then the hammy can chew it and play in it once its hardened
I haven't actually tried this yet but I plan to as soon as I go back to uni
I make treat balls for my hamsters where you cut a toilet roll tube into 6 rings and wrap up a treat such as a peanut inside so they have to chew the cardboard to get it out, I also put these in interesting/hard to get to places so they really have to work to get it, like hanging from the top of the cage and stuff