There are a lot of things that ARE safe, and I personally have a whole set of drawers dedicated to toy parts. You can find things at craft and hardware stores for parrots, but most things you find will be unsafe. Wood must be untreated, metal must be zinc-free and without rust, virtually any paint or gloss makes a material toxic, etc. etc. For instance, clean all-natural bone is fine but if you bleached it or treated it with chemicals for any reason that could endanger your bird.
I too wanted to use craft stores as my source of parrot toys, but quickly found that there is not enough information on their products. Instead, I save a lot of money buying toy parts online and using things like vegetable-tanned leather strips and hemp rope to string together toys. Specialty stores (I highly recommend My Safe Bird Store, PM me for some more I've used if you'd like) do the work of finding safe products for you. It works well to buy a bunch of different materials and then once you know what your bird appreciates, stock up with bulk prices on the types they really like. Around here birdie bagels don't last long!