They won't always trade with you, depends on the crowds, they can't trade with everyone. We've seen them guided out when guests get too obnoxious around them - they are very small. There are also restricted items they can not take, like any food items. Think in terms of something they can give away to other guests too, that is part of their thought process.
We took gold buttons and jingle bells - big hit. Mardi Gras beads are good too.