I give them one of those salt spools made for rodents. The brown ones with other minerals included seem to be more desirable than the plain white ones. Here's one way to hang them up:

I do it differently - I put a screw with a wide head through the middle of the disk, with a flat washer and a nut on the outside of the cage to hold it in place. The salt disk is very hard and the birds have to use a lot of effort to get small amounts off of it, so it's good to have it anchored firmly in place.