The flexible pieces of metal must be something that is attracted by a magnet. At least the one that's pulled down must be. You might try using a food can, the kind used for soups, vegetables, etc. Check it with a magnet first to make sure it's magnetic. If there is any paint or other coating, you might have to scrape it off in order for the electrical connection to be made.
Insulated wire should work fine, as long as you can fit enough turns on. The wire sold as "magnet wire" is actually insulated wire, but the insulation is very thin, normally a layer of transparent lacquer. More typical insulation can make it hard to pack the turns tight enough, but can work.
That device looks like it would be a pretty nasty generator of broadband interference. I'm not sure what country you're in, but I wouldn't be surprised if it's illegal to operate such a transmitter. At the very least, please don't put much power into it, and please don't connect it to an efficient antenna.