You can buy empty coconuts for hamsters and mice in p@h so i'm sure it would be ok for gerbils too

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Mummy to:

Oscar and Molly Pooches
Oliver, Lily, Jacob, Sweep, Stevie, Blue, Dillon, Daisy and Flopsy Rabbits
Midnight, Alice, Bethany, Midget, Hermionie, Dora, Valentine, Casper, MJ and new babies!!! Meeces
Dean, Bella, Ruby Hammies