The shape and materials may vary, but the only packing peanuts ferrets should be allowed to come into contact with are starch based ones (which dissolve in water). Even with that kind I have to supervise mine if I give them some to play with because one of the ferrets took a liking to licking/eating them.
The other foam peanuts are not good but some ferrets even like tasting the starch ones so keeping an eye on them is necessary. Some people get them on line, Dr Fosters I think. I just get them at the local stationary store ciao