The doe would likely chew them, so I wouldn't.
I like to put a handful of pine pellets in the nest hollow underneath the hay or shavings. They are very absorbent and economical as well.
Depending on the time of year, I buy either horse stall pellets or wood stove pellets. Here in California we have such strict air quality control that the stove pellets are just plain wood- I don't know if in other regions of the country some type of accelerant may be used, so do make sure no substance has been added to them.