My 4 ferrets love to play in plastic bags as well, I learned before I even
got them (when I was still investigating) all you need to do is cut the
handles open or off and they still have a great time playing.  and they
don't have to loose the fun of plastic bags.  Of course supervision is
still suggested.  But with them cut off/open there is no danger of them
getting tangled in the bags.
 
dooks...
~~Cathy Jo, Miloe, Sabrina, Harley Ann, Teddy Bear, Maximilllion, Max,
Drako, & Fluff
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[Posted in FML issue 3353]