What audio sampling rate should be used for a toy?
If telephone quality is adequate, then use that technology. 

There is a lot of information on the www about digital telephone signals.
For example Wikipedia: Pulse-code modulation 'Demodulation' explains: 


  For example, in telephony, the usable voice frequency band ranges from
  approximately 300 Hz to 3400 Hz.


and goes on to say:


  Therefore, per the Nyquist–Shannon sampling theorem, the sampling
  frequency (8 kHz) must be at least twice the voice frequency (4 kHz)
  for effective reconstruction of the voice signal.


Telephone signals use a data rate of 64kbit/s. It is not a linear signal encoding, unlike CD.

Try the sound effects at exactly the same rate for simplicity.