After seeing the response with the pictures, I'm sure you've gotten a lot of ideas. Before I saw the pictures, I was thinking of the things they put in a child's book for small muscle training.
I think Velcro could be good, but you might have to sew both piece in place at one end. How about a mini bean bag? It could be stuffed with small navy beans or even split peas. What about sewing on a baby's toy of some sort? I'm thinking of a ring with other rings on it that could move. Maybe even a small gel teething ring would work.