I am using Tea Balls that I got at the Dollar Store. They are threaded in the middle, I opened one, put a treat inside, screwed it back together and let Remi use his nose to find the treat.
This is a great way to start scent work, and also a positive way to get your puppy or dog using his nose. I rub the ball with my hands first so that my scent is also there for him to distinguish. Lots of fun!