Air teasing – Use the air itself
Exhale warm breath onto sensitive spots (like slowly breathing on the back of their neck or nipple), then maybe blow a stream of cooler air (you can do this after taking a sip of a cold drink or just by blowing gently). The contrast of warm breath and cool air can give shivers. A fan can also be used – e.g. turn a fan on them briefly after they’ve been warmed up under a blanket, to heighten skin sensitivity.