Gee Jo Ann I has forgotten about those shower curtain rings. I've used them too in the past, but haven't seen them lately.
Hmm must have a look at the dollar stores
The only crafting gauge wire at "Michaels" has a black color to it
Should be fine, the one I use is green, but the color is in the metal. Mine don't chew the wire, and most times they can't get at it.
Just make sure you tuck the ends out of the way, and leave the gaps a tad close so they can't chew the wire.
If they can and do you'll be replacing it constantly.