Kinder Surprise are readily available all over the US. The yellow plastic egg has been modified so it essentially splits the two halves of the chocolate egg, but I see them for sale at every grocery store, Walmart, etc.
They used to be banned, but not for quite some time now.
unless I am very much mistaken this is only true for air source heat pumps. If you're in a cold environment I would expect you'd want a ground source heat pump instead, although the installation cost for that will be significantly higher than air source.