We present design guidelines for incorporating fidgeting into the virtual world as a tool for students in online lectures. Fidgeting is associated with increased attention and self-regulation, and has the potential to help students focus. Currently there are no fidgets, physical or virtual, designed for preserving attention specifically in online learning environments, and no heuristics for designing fidgets within this domain. We identify three virtual fidget proxies to serve as design probes for studying student experiences with virtual fidgeting. Through a study of eight students using our virtual fidget proxies in online lectures, we identify eight emergent themes that encompass student experience with virtual fidgeting in lectures. Based on these themes, we present four principles for designing domain-specific virtual fidgets for online lectures. We identify that virtual fidgets for lectures should be context-aware, visually appealing, easy to adopt, and physically interactive.