I tried the kiln-dried pine shavings - they ate those.
I didn't do the play sand for the fineness reasons.
I wasn't able to locate anything other than a ton load of regular untreated sand around here anywhere - even Lowe's was sold OUT of regular sand.
Our local creeks had been swollen from all the precipitation and teens mudding and partying - I wasn't going to risk it.
But, I DID find pelleted, untreated, completely compostable and organic bedding at a local feed store. #50 for $8.
Success. They don't eat it, they don't confuse it with their feed (due to its size in comparison to their crumble feed), I keep it at 2-3 inches deep, it does provide some dusting ability, no smell from droppings (even cecal is almost immediately absorbed), and it's easy to change out.
Looking at
TSC and Southern States, they have a comparable product but it's a little more expensive, around $10 for #40-#50.