Hey! I just bought these toys for my budgies and I noticed they were nibbling on the threads is that safe? This was made for budgies so I assumed it was safe

Hi! I need some advice bird lovers.:budgie::budgie: This is Kokos. He's about 6 months old and I bought him at a pet store about 4 months ago (I know one shouldn't do that but it was a very well taken care of zoo pet store and all the budgies looked healthy and normal, for a change...) Anyway...