I have the roll-out nests and I use the roll-out nest pads that you can buy commercially. They are similiar to those green "welcome" mats that were popular many years ago. They are nice because they are able to be sprayed off and disinfected if needed.
I tried putting some other bedding in there, but my chickens tossed it all out, and don't seem to care one way or another if it is just the nest pad, or nest pad with bedding. So I don't bother putting the bedding in now. My only concern is pests getting in there. I am trying to get my hands on some food grade DE so I can dust the nests with it periodically, but haven't had any luck yet. My chickens have only just started laying 2 weeks ago and this is my first time raising chickens, so this is all new to us!