It is something like follow the bouncing ball, but furrier and probably a little more dangerous than a ball, because Leptictidium has some good size teeth. The postcranial skeleton of Leptictidium has been studied and described many times over, as well as compared across time and formations. In 2006 the Eocene Leptictidium and Early Oligocene Leptictis, of Europe and Wyoming respectively, were compared. Unfortunately that paper is not so easy or free to get a hold of as Meehan and Martin's paper detailing the discovery of those Wyoming Leptictid mammals, those this time from the Paleogene. Reading about even similar small mammals is interesting, but it would be very nice to be able to read the original Storch and Lister paper naming and describing Leptictidium nasutum if you have that ability. It is not apparently available widely online and it is only in German it appears.