IMO, if your child is cared for in your own house, it probably won't make too much difference. She's already surrounded by a familiar environment, her own toys, etc. If she's going to have separation anxiety, I don't think a particular toy is likely to help.
I think you might be better off leaving her with something that smells like you. A few moms I know leave their kids with the t-shirt they slept in the night before (or something like that). The comforting smell of mom (especially if you nurse, because it'll smell like milk, too) is often really helpful for separation anxiety. However, be prepared for that t-shirt to become your child's favorite thing - at least a few small children I know drag tattered rags of "mama shirts" around everywhere with them.
If the baby is at her own house, you might just suggest that your nanny lay the baby down in your bed if she's upset at your leaving - or pull a pillow off your bed to hug - something like that. I would occasionally do this when I was a nanny and the kids had separation anxiety. Same concept as the t-shirt.
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