Wood shavings (kiln dried pine or hardw
ood, not airomatics like cedar, or raw pine shavings) work great, and are a cheap, clean way to manage duck bedding.
The trick is, as noted above, wait till the littles are a week or two old before using the shavings, until then the littles are so small that there are other, better options available for the relatively smaller mess being made.
From hatch through two weeks, I prefer to use plastic backed paper drop cloths, buy a large one and cut several out to the brooders size.
Cut them so they go up the sides of the brooder a couple inches (we use the bottom 1/2 of a plastic dog crate) and lay them with the plastic down (paper side up for traction)
Lined paper drop cloths are cheap, easy to toss daily and can be had at any home center.
Also, be sure to prevent excess water from getting splashed out of their waterer, either with a shallow cookie pan under the waterer, by placing a small puppy pee pad under the waterer (wet pads can often be hung out for a day to dry, and be reused), or by segregating he water drinking area from the rest of the brooder with a small plastic dish tub modified with an opening for them to get in and out through.
As for the safety of wood shavings, kiln dried wood chips do not magically 'swell' like balloons when they get wet....they simply get wet.
Wood pellets, on the other hand can expand to 3-4 times their size, due to being compressed by machine during manufacturing. I do not recommend using wood pellets.
I have used, and currently still use, pine/hardwood shavings for all of my ducks, without any issues.
Hope that helps!
Dan