rat tat tat talk
i traveled with two rats once, and when i had to keep them in one place, so they wouldn't run off, i kept them in a school backpack. They totally hated it, and when i would open the bag up to give them some water, or to let them out, they would jump out of the bag as fast as they could. I think a fanny pack would be OK, and it would probably like the concept of a nest to some extend, but they could still chew through it. Maybe you could repanel the fanny pack with wire screen, so that it felt more comfortable, and less enclosed. I met someone last year traveling with a tiny little wire cage. Rats hate to be caged up, so they seemed to react to the cage the same way as the bag (wanting to spend as much time as possible free), but at least in the cage they get more air/visual stimulation. Rats can be trained to come when called, but they will just run off on you, never to return again. I personally think it's irresponsible to let the rats out in the wild, not because i think it's cruel that they would likely get eaten, but b/c they are an introduced species, and compete with other wildlife for food and space, they carry disease, and they breed really quickly. they are also a direct competitor with humans.
i think rats do the best in hoods. Somewhere where they can't be crushed. Maybe you could make a little cage hood or pocket made of wire screen (that it can't as easily chew through) to lock it up into when you need to.