Mine are also at a 0... I have those surgical steel tunnels with the twist on end. I really like them. I've had them for over 2 years now. Cost me 30$ for the pair, but it would be nice to have some sort of alternative... something to mix things up a little, but I'm not sure that clay would hold up very well.
I got an anonymous tip from a fellow skateboarder while I was at an indoor park not too long ago. He also had 0g lobe stretchings in his ear. He told me that he uses bearing spacers as tunnels. So if anyone has friends who skateboards and buys a new set of bearings or maybe have some old ones lying around... ask him/her for the bearing spacers (most people don't use them anyway). Sometimes they come in plastic and other times they're metal. With my old bearings the spacers where bright green, but I threw them out not even thinking about using them as tunnels. Damn!
But before even contemplating on putting those in your ears, clean them out. Bearings tend to get greasy and dirty, so soak them in rubbing alcohol for a bit. Also, a set of bearings has 4 spacers. I wonder if it would be possible to paint them without having the paint irritate your ear... hmm... maybe if it had some sort of clear coating on it... who knows.
Here's a picture to clear things up a little: