I wouldn't use hay: I used it once, many years ago when I first started keeping ferrets; some of the new born kits got entangled in the thin strands: one was strangled, and the others had to be cut out of the mess with tiny scissors. Never used hay again, plus it is very hot to use as bedding in the summer time: people used to make a hay box to act as a slow cooker: a wooden box filled with hay in which you put the just-brought-to-the-boil pot of stew: over the next 24 hours the hay kept it hot enough to finish cooking. I always use straw: barley straw, not wheat, as barley isn't so dusty. It