I've always used a layer of pine bedding and then a layer of hay or straw. Like you, I was out of hay or straw the last go-around when it was nestbox time. I had some shredded newspaper and the does used it up just the same as the straw. It made for a much softer nest when mixed with the pulled fur. My only complaint was the balck newsprint that got left on my white rabbits' feet/face (the mothers, not the kits).