Hens tend to like shredding type toys. my guys have balls, small boxes, pegs, bottle tops, anything shiny ! It is quite interesting though they tend to choose what they want even from around the house, pens, anything to nibble and throw.
My Steve is a normal green budgie and loves these bell balls but is selective in the color. He's into yellow or green balls, but other colors,
forget it!! Try hanging using zip ties. Your Sky is a very handsome male.