Practically anything can be used in a brooder. There are advantages and disadvantages to all of them. There is no one right answer where everything else is wrong answer here. Your goal in a brooder is to keep it pretty dry. There are a whole lot of different ways to do that. If you have free material, that becomes a bonus.
I'd suggest you offer them something to use as grit if you use Bermuda hay. They'll peck at it and eat the seeds and part of the plant. I think it would be really wise if they had grit to help them digest it.
There are a lot of different ways to give them grit. Let them on the ground for a couple of hours. They'll find something to use. Cut a piece of turf with the grass, roots and dirt together and put it in the brooder. They'll love it. Collect some small pieces of coarse sand and small gravel from a gravel driveway or maybe a stream bed. Buy a bag of coarse construction sand. Don't use the play sand as it is too fine to do much good. You can always buy chick grit. Be careful with parakeet grit since it often has a high level of calcium.