Buying larger bales makes economic sense too especially if you spot clean. Mixing two substrates like the tea bag stuff with Bedxcel cardboard squares might work well. My mice used to pick up the little squares of cardboard and post them through the bars of the cage! I always remember laughing at that so much. It was just too funny to watch!
I have piggies too - two boars, Lenny and Aladdin. Living a big 2x5 c&c - they do love running around and are absolute little live wires, and fairly opinionated too. :) Have to love them though, despite being woken at 5am by them rumblestrutting at times.