I really prefer to use heat as I know that it will kill anything that could harm your bird. Also it is easier to get several different sized and shaped perches and branches off of the main branch by putting them together myself. But then I have the means to drill holes in the larger pieces to fit the smaller pieces in and so forth.
I would not recommend using plastic items. They chew them and, if they ingest any of the pieces (and it would not be the first or last time this happens), the bird can end up with crop impaction or intestinal occlusion which means death unless surgery is performed opportunely.
Hard plastic is non toxic for birds and yes I agree that for some big birds that can chew them they could be injested. But for smaller and medium birds they can be great toys.
My birds both love puzzle toys and foraging toys and will work away for a long time to get the reward. I make most of them myself but will buy a foraging toy that I think is great too. I often put a new foraging toy in their cages if i have to be out for most of the day and they have "won" their reward when I get back home.