I ran out of wood shavings the other week. I picked some up today. They haven't seemed to have any problem with the straw and they carry pieces around. I haven't cut any up.
The waterer is for their chick stage only - first week or so, then back to a normal waterer.
And yes parrots chew the wire, thats what makes them sick. My mother's cockatoo got sick from doing that, but it was basically eating it, you should have seen the chunks he would make in it. I don't think a little bit of wire is going to do anything to the water as it is changed regularly and any heavey metals would sink to the bottom away from where they drink.
I also put rusty nails in my canaries water. This is to prevent egg bind and so far so good. I think its the iron content that helps.
The guinea pig tunnel is great, but I am going to cut it half as they only seem to use the first part of it. That way I will have two little tunnels or homes for them. I am going to use cane canary nests over the top whole and make it like little houses.