No, my shipped chicks where on it from when the arrived (2 days old) and my incubator babies were on paper towels for a few days (2-3) and then pine shavings.
Pardon my cluelessness - my chicks are 1 week old too and even though its expensive I have found managing them with paper towel quite easy - but why is sawdust no good?
They WILL eat sawdust and it's not good for them. It can impact their crops. Pine shavings are better, the chicks may investigate and eat small bits, but most of the time the shavings are too large. The shavings also provide a better environment for their growing motor abilities, plus it's absorbent without going moldy too quickly (as sawdust can when it gets wet).