You can use anything. Heck you can use your finger but I think you'd quickly regret it! The reason a chopstick is ideal is because it's non-toxic and it narrows out at the point. This allows for finer targeting later on when you want to teach the bird to touch an object it is scared of for instance. At the same time it is unique looking and won't interfere with the concepts of other objects. Don't use pens, pencils, and anything that could be toxic/dangerous if chewed up. A thin wooden dowel may be ok as well but not as ideal.
Using a clicker
in addition to a target stick is a very good idea because you can click just as the beak is about to touch the tip and distract from biting to provide the reward. Without a clicker stopping the action may be more difficult and the parrot may learn to bite down hard or chew up the stick. The clicker allows you to train a gentle touch without any destruction. I've never had my parrots so much as dent a single target stick I've ever used!