You have to use a nesting litter for any caged animal.
Cat toilet filler is a bad idea, since rodents will start to nibble it. Sawdust should also be used with care, since rats and mice are allergic to pine sawdust. Being most popular construction material, there’s no guarantee pine sawdust is not present in the procured sawdust. Hay is another option, but very often insects are present in hay and you obviously won’t like them present in your home.
In any case, you have to purchase or prepare hay and sawdust, which can be quite costly and tedious. Moreover, pets will push any of the fillers out of the cage, so you’ll have to remove the scattered around filler on a daily basis.
However, there’s an original solution to the cage filler problem – a paper shredder. You need the least secure – one which produces long stripes. Obviously, they are the cheaper ones.
If you work or study, you probably accumulate a lot of printouts and other papers you don’t need anymore, and the postal spammers also provide a constant flow of free scrap paper.
Insert a page into the shredder, and it immediately cuts it into stripes.
The device blades are virtually sprockets, and their teeth leave a soft edge on the paper stripes. It is impossible to get a paper cut from such stripes, so your pets are safe.
5 sheets of paper is enough to make filler for an average rodent cage. Since you normally clean the cage once a week, you’ll probably accumulate 5-10 sheets in that period. Even if you don’t and have to purchase blank paper, a standard pack of 500 A4 or letter sized paper will last you for a couple years. Old magazines will also do.