I think he's related to Scooter! Seriously, your tactical error is that you are trying to get him to play with the toy. Any bird worth his salt knows that YOUR toys are better than HIS toys. Try playing with the toy yourself and not letting him have it!
Scooter likes toys that rattle. He loves pill bottles, so I finally gave him an empty one with some beads that he can throw around. He likes it best when I pretend they are really my pills and he's being naughty to get it. When I put it in his "toy box" it isn't nearly as much fun.