That is precisely why they have immune systems. They need to be exposed to things to fortify the immunity.
Chicks raised with hens, go afield from the first day or two. Furthermore, their gut is a clean slate. They need good gut bacteria and yeasts to impede the bad bugs from populating the...
They don't really use toys but they would appreciate an opportunity to scratch. Perhaps a piece of sod from outside for them to scratch in. That would also give them a dose of the species of coccidia that live on your property which would allow them to develop resistance.