I save king cake babies, too, and I also get funny looks when people go to get something out of the cutlery drawer. I've got one at the moment that is about 3X normal size, which is really hard to use; he's difficult to hide.
If you don't have access to the babies, you can go traditional and hide a raw dried bean. (Which was the norm for ordinary folks before plastic babies were invented. Rich people used ornate silver "beans".) My sister used to do ceramics, and some people use the ceramic babies that are available for miniature creche scenes.
Most of the time I cheat, to tell you the truth ... but cheating is delicious.
I often use the "crescent roll"recipe created by the late, great Holly Clegg.
I prefer to fill mine with pecan praline filling or lemon curd, and I decorate differently as well, using canned white or cream cheese icing warmed and drizzled, with decorator sugar/sprinkles over that, rather than dyeing icing as she did. I can turn out a really pretty king cake in 30 minutes with this method. (Note that that recipe makes a smaller, round cake; if you want a traditional-sized oval one, you need to double the recipe.)
PS: also might want to try Clegg's crawfish king cake; same technique, but savory. It makes a really impressive-looking appetizer for a party.
https://crawfish.org/hollys-recipes/crawfish-king-cake
