I use whole newspapers layered on the froor. I shred newsprint because its warm and cosy. The diamond short cut type is too messy and I`m sure not as warm. Unfortuneatly long cut shredders are getting harder to find. Newsprint bedding is cheap, warm and easy to clean (though it must be done twice a week).
Just a word of warning. Don`t use shredded paper from offices. It may have staples in it. Besides, its hard paper too. Newsprint is soft and warmer.
My GP`s also have handfuls of dried grass and hay which they love to knibble on all day. If you pul your own grass make sure it is free from exhaust fumes, pesticides / weedkiller and animal pee.
In the warmer weather when mine are outdoors I use loads of hay instead of newsprint. Pet shop hay is 20 times the price of a farmer/wholesaler suppliers of hay.
My GP`s love to tunnel into the hay and make burrows. I clean the lot out twice a week and there is nothing better than seeing a GP popcorning around new bedding. They know its fresh hay and ready to eat.