As you said yourself, I bet part of the reason you don't see much playing going on is that they are still new. Some budgies settle in and play right away, other individuals will take more time to act comfortable and 'normal'.
I know that budgies love swings. They also love soft wood, wicker, and bells! It's always important when making your own bird toys, to make sure the woods and wicker items are untreated with pesticides, or toxic paints or stains.
If you or your parent can drill some holes into objects, that will let you be even more creative. You can use coffee filters, previously unused plastic straws, plastic bottle caps, etc. If you have any questions as to safety of objects for your budgies, just ask
I'm looking forward to seeing some of your creations for your boy and girl!