I am currently using hay in the brooders cause it is all I have at the moment but I really like using pine shavings. The hay is just as good and I have had to use it many times in the past. Not everyone will like using it but when it is all you have it won't hurt the chicks I even use hay in my nest boxes.
I had to choose between hay and wood shavings, and knew that I'd read that wood shavings were a choking hazard. Now I'm reading about hay being a bad choice, and one article that both lists hay as a good choice AND says "avoid hay because it can harbor aspergillus mold and make the birds and humans sick." Talk about confusing.
But, I have the hay, and can't stand using towels anymore now that we've got 16 ducklings in there, so I guess I'll be trying the hay and hoping for the best!
You can also use dirt since eventually they will go out on dirt thats what we did for our ducklings they always make such a mess it was easier taking their plastic brooder outside spray it down let it dry and fill it with dirt again. Their moms would make a natural nest of wild grass and dirt so I don't see the difference I would just clean it as often as possible.
I would suggest using some kind of thin cedar wood shavings. The chicks like to "fluff" in it, and it also helps control the smell of the babies by covering it up with the smell of cedar wood. Good luck!
So, I tried putting them in with the hay, but when they started trying to swallow 4 inch long pieces of it, I freaked out and went back to the old plan of using towels.
I put the towel over the hay, though, so hopefully it won't be quite as soggy tomorrow as it was this morning.
I either use shavings or newspaper. Very rarely have I ever had an issue with either. I have been raising chickens for 20+ yrs. I don't recommend hay because you do not know what type of parasites or bacteria could be in the hay. We used hay in the beginning and had a bad mite outbreak. Got rid of the hay in the coop and was able to get ride of the mites. Friends of my mine that were large animal vets said the hay can often be the source of parasites.