We are both very sensitive to nickel in jewelery. I ordered the pearl cage from ebay. It says it's silver, but I replaced just the chain with a nickel-free one from a reputable nickel-free jewelery site that I've used before, just in case. I got a bit longer chain so the carriage rests on our clothes instead of our skin. However, there have been plenty of times the cage touched our skin and it didn't bother us. I think for us the contact has to be constant and for more than a few hours to make us itchy and red.
I got two of these exact ones from ebay:
Silver Pearl Cage Charm