Are they small rectangles of fabric? If so, they might be like the ones Wonderrodent gives out with her fleece "snakes" sometimes: some treats are inside the pillow, so that the ratties can have fun ripping open the pillow to get them.
Those wonderful pillow treats from Wonderrodent. Like Godmother says... she makes these little fleece pillows filled with yummies like pasta and cereal. Rats love them.