I created a lightweight mouse, with 3mm thick shell to withstand robust play and throwing. There is a center channel to make a tie off to give it a grab point. The ear holes also could have some yarn tied between them for an extra point of attraction. For the string tie a knot at both the nose end and tail end to keep it from pulling out. My cat likes an extra knot at the very end of the tail to pick up with his teeth. 
I printed with custom supports in PETG because that’s what I have on stock for filament. It would work well in PLA. I did have to sand the bottom a little as it was rough from the support, but my cat has shown a lot of interest it rolls oddly and is light enough he can throw it around when grabbing by the ‘tail’.