Pine Cones

[Myzomela]

You could try tying the pine cone to a length of chain or rope and hang it. That way if she drops it, it will still be there in front of her and hopefully she will have another go at it.
Alternatively you can put the pine cone inside a wire cage with holes big enough so she can chew at it but not pull it through the cage. The cage can be fixed at perch hid or on a chain as well.