At some time or other when traveling the Grand Stair, a slinky will go past the players. No one knows where it comes from or where it is going or who built it. And yet it moves.
It's invulnerable to damage, may be stopped, picked up and put down, but it can never be removed from the Grand Stair (if they go through a Door, it won't be with them any more). If dropped at any time, and is lost to the sight of the players, it won't be there when they get back (presumably some other traveller has started it again).
For GMs wanting to freak out their players a bit more later, have an anti-slinky. It goes up.