After more than a decade just using shavings or hay and thinking it sufficient (and cheap)...
I finally broke down one time with crazy POL pullets, and tried these
nest pads.
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They actually really helped. No more buried eggs or shavings kicked out.
I think they work best not fluffed up. I just put them in as flat as possible. The pullets can try to kick, but they're standing on the other side, so it doesn't go anywhere. Take that, girls!
Although pricey, they last a long time.
Alternatively, back when I had my horse and plentiful long strand hay on hand (Orchard was best)... I used to pre-spin a hollow nest bowl for the pullets. Upon finding it, they were pleased enough not to mess with it.