Mine like foot toys best. Try a tub of them on the floor of the cage and for when he is out playing on the couch beside you and such (we encourage independent play at our house... but not segregation. There IS a difference.) They ADORE Q-tips to play tug-of-war with me as a supervised toy (not that I think they are harmful really... but my GCC is intent on trying to off himself in new and unique ways every day it seems! LOL)
Also, I went to WalMart and got one of these:
I have never seen birds adore a hanging toy more! The chime in it is completely bird-safe and actually pleasant to listen to!
Another big favorite of my GCC in particular is a nylabone peppermint dog chew! They are fully digestible (in case he actually eats it), have no nutritional value to cause problems, and are actually made of corn! I bought the small one with nubs on it and drilled a 1/4 inch hole in each end and used PollyRope to make a swing of it. My guys fight over the darn thing (they fight over anything the other seems to want badly and look like fun doing! LOL). They come in coolmint and spearmint as well... not as sure on those. I know the peppermint is 100% safe.
We go through about 25 1" birdy bagels a week... and a few 2" ones that I stuff in the bars as well. They would go through more of the small ones (they now last about 15 seconds... once they got the hang of them!) if I let them.
Bird safe leather is a biggie. I take a 1/4 cord and put an oversized pony bead, a 3/4 leather disc, another pony bead... with a knot at each end but room for the pieces to slide a bit. These sometimes last a full two weeks before being chewed in half. Now that Rexy has taken to giving them a daily bath... I do not think they will go that long! LOL
Also... you might be swapping TOO much. If he is not playing with it... then growing bored or demolishing it, don't swap. Some birds are more reserved than others and just take longer to warm up to a toy (mine are fearless and attack any new item in the cage with gusto... if they are still playing with it 2 minutes later... it is a keeper!).
Also... try some foraging toys. Does he have a favorite snack or treat?
And also put in a plastic chain (mine drapes down from the center top then over to the side near the bottom. You can stuff treats like grapes and carrot chunks and such into it for him to climb after!