I usually tore a strip of paper, wrapped the treat up so you couldn't get to it (about 3 or 4 times around in no particular order, just so that it wouldn't come out easily - so fold it randomly like on the dotted lines in the picture). Then I'd do that two or three more times so it was really wrapped.
You can just throw it in the rat cage and watch them tear up your hard work
Tie it on the end of a string and make a ratty-pinata. (I liked to hang them on a short string so that they had to work to get it - give them some exercise for their little bodies and brains)
Tie a bunch on a single long string like a string of delicious Christmas lights
put them all in a toilet paper roll and squish up the ends really good and watch the kids tear up the roll and stash treats here and there. (this is Ed from www.mountainminnow.net)
Sorry - my computer is crash-tacular today. When things look up I will try to make pics to show what I am talking about in the last two steps.