I played around with a few recipes and found the combination we liked best. With bated breath, I let our curious baby give them the taste test (he's been picky about textures and flavors). He really likes them!
So here's the recipe:
Homemade Teething Cookies
1 ripe banana mashed (or other puree)
2 T applesauce (or oil)
3 Tbl water
1 cup flour
1/2 cup dry infant rice cereal
1/2 cup dry oatmeal cereal
2 tsp cinnamon
Mix banana, applesauce, and water. Sift remaining ingredients and add. Dough will be stiff. Roll out and cut with cute cookie cutters. Bake on a greased cookie sheet or on parchment paper. 425 degrees for 15 minutes.