You can get them to do things for food. For example, I get mine to stand on their back legs.
Also mine like to 'find the food'. I get a piece of veg and hold it in my hand, but not directly towards the piggie - I hold it downwards or upwards to to ones side. My piggie then has to sniff it out. They seem to quite enjoy that one.
When they were younger they liked exploring sheets of newspaper (folded or crumpled so it doesn't lay flat) which I put in their cage. However now they just seem to eat it.