Ooooh I don't think I'd use it, if it's what I think it is - orange string from hay bales? It's multi-strand plastic, and I certainly wouldn't want my buns ingesting that. It also can wrap around feet/legs, etc and cause problems. A lot of people use it to tie their horses up to fixed points, like rings in the wall, thinking it will break if the horse pulls back, but it doesn't, the breaking strain is tonnes!
If you can find 'natural' string I would use that, or try to plait some hay and use that to tie up your new toys. Good luck!