The toilet paper toys I've seen and used are almost exclusively the inner roll after all the sheets have gone, and is not dyed but the natural grey/brown of the cardboard. I've actually not known of using the toilet paper or paper towels themselves to play with. (Cats do that when you're not looking, but that's another story.) We've always encouraged people to give their bunnies phone books made of paper with soy-based ink to shred.
It's always mine until the roll is gone, then instead of tossing the TP roll when it's devoid of all glue and little paper bits, I toss it to Sammy. She tosses it back twice, then she's done with it too.