Once every three to four years. Not because it is messy but I want that stuff on the garden. I do use the stuff from the compost pile more often, usually two or three times a year when I plant stuff. I store completed compost in feed bags in the dry.
I use pine wood shavings from Tractor Supply. I put it two to three inches thick and top it off as needed. It does not break down (rot) in the coop but their scratching will turn it to powder so I have to occasionally top it off. They scratch around my feeder looking for spilled feed so they can pile it up on the far walls. I occasionally level it back out.