I had an empty bottle from a batch of water from Walmart, so I started with that. I crocheted a holder that fit snuggly around the bottle
Here's a picture of Finn enjoying his new toy.
I guess this is not the type of toy you give to a puppy who's an aggressive chewer. But if your dog is not as destructive with their toys as Finn is, this might be a good idea for a new toy.