If you want to experiment, that metal tape that they use to strap stuff down on pallets is just mild steel, and would be easier to wind into a torroid than winding copper coils. Not as low loss as silicon iron, but it would probably work about the same magnetically, just a little more loss to heat. You could pick up a roll at most industrial supply places like Graingers, Nuline, etc. Probably want to coil it with a layer of insulation to keep the layers from shorting...scotch tape would work (maybe temperature limited, though) , or you could spray paint it.
