Mr Huffle was the name of a squishy toy used by Lucy Fletcher when interrogating the Twelfth Doctor.
According to Lucy, he felt "pain". When squeezed, it would flatten out and squeak as it was inflating, mimicking the sound of a high-pitched scream.
Lucy gave it to the Doctor before he left and he took it with him, keeping it in the TARDIS control room. (TV: The Return of Doctor Mysterio)