Most of mine currently have a walnut in their cage! I got some mixed nuts cheap from Lidl (think they were selling off their Xmas stock). I used nut crackers to part crack them, as when they are whole the hams seem to lose interest in them pretty quickly. Its great to see them work out how to get into them, though it does seem to take some of mine a few days.
And they really enjoy the treat inside when they do manage it!!
(Me I prefer my walnuts on top of a walnut whip
)