Thanks! Yes I do always watch him closely in the playpen but they can't climb out as the bars are designed so there's nothing to grab onto. Only thing is they're not very tall so if you have a toy or anything they can climb onto near the bars that's when they can get out, even if the item is only a couple of inches high so I leave a good couple of inches gap between all the toys and the edges.
The open sided ball is brilliant, I got it at P@H, it's just a normal ball with closed sides but it comes with a frame and one open sided clip so you can clip it into the frame and use it like a free standing wheel. He loves it!