They may have thick skin, but they are neither stupid nor insensitive. Most pachyderms are alert and capable of problem solving. Their skins are sensitive and their hearing is acute.
They are vegetarians, consuming their fill of plant matter to keep their bodies going. Using food is a great way to motivate this group to move and manipulate their environment. Think about how they eat, how they get their food. White rhinos graze (grass), where as black rhino browse (leaves), so lower the food for white rhinos and raise it for black rhino.
They are social animals for the most part, so offer enrichment that can help them or offer them a form of social stimulation (sounds, visuals, touch). Examples are a grooming board or a large ball (as in National Zoo, RSA).
Most are instinctively 'prey' species, so are alert for movement and threats; they can be neophobic (fear of new things). Consider the animals previous experiences (learning opportunities) and levels of confidence (motivation).