Is there something happening with your chickens that causes you to be concerned about allergies? There are health problems that may look like allergy symptoms, but would require treatment. I imagine it's not impossible for them to have allergies, but it does not seem to be a big problem that I've heard of.
I know that using cedar shavings are not a good idea for chickens. Harmful to their respiratory systems. Also, if you ever need to use an antibiotic ointment, do not use one with pain reliever. Anything that ends with "caine" is supposedly harmful to chickens.
You can go to a school in your area that teaches wood working or a vocational school and ask for their pi shavings. The Voc school in my town has to pay to remove them. They are happy to give it away..