My coop had been sand with straw in the nesting boxes. I removed the sand and replaced with pine shavings last week. I left the nesting boxes straw so as to not upset them.
I've got no insight as my girls did fine, they continued to lay in the nesting boxes. Except for one hen - she apparently loves the pine shavings and has begun making a nest in them next to the nesting box. Beautiful round bowl of a nest, would love to actually watch her do it.
Maybe the materials between the coop and nesting box have to be different for your girls to be happy. You might want to put straw or shavings in the nesting box since the coop is now grass, too. These little creatures have strange preferences and idea's, don't they?