Normally I use rings made out of lulavim to tie around the Lulav on Sukkos. Would rings made out of velcro be fine for this purpose?
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Yes. While R'Yehuda holds "lulav tzorech egged" (they need to be tied), and therefore one must use part of the 4 minim to tie it, the halacha is not like R'Yehuda. Thus you can use anything to tie the 4 minim, or nothing at all. In fact, the Gemara says the anshei Yerushalayim would use gold to tie their lulavim.
Even though its not required, we have a minhag anyways to tie it to make it look nicer, and that may be the reason we used dried lulav to do that also. Though I would think gold and perhaps velcro are nice enough also.
In the Shulchan Aruch HaRav 651:3 he writes that you may do so. And in :4 he writes that it is permitted to even hold that other material when holding the lulav.
However in :5 he cautions that if the extra material is not being used to actually bind the lulav it can be considered a chatzitah. I think this is the reason that it is avoided - just in case it comes loose, or the extra thread after the knot.