A bale of straw, a hanging perch, various roost (like a kittie condo) with a roof over it so they can get out of the rain, a CD so they can look at themselves, a barrel on it's side on top of log (put straw in it), logs, tree branches, a large piece of driftwood. A hanging wire basket of some sort, to put a cabbage or other treats in. I use a suet feeder to put cut up grasses in or veggies.
I would not recommend hay. I hear they tend to eat it and get impacted crops. Also, if you hang anything, make sure it is safe and that they can not get wings or anything else caught in it. Always think safety first.
Use your imagination, the girls will love you for it. Good Luck.