Then the itchy straw! we got some stacks of hay because of the cool look and such to decorate about, and ouch, got it in my shirt and it was everywhere. My hair, shirt, i dont know how. i just carried the stacks of hay!I use a layer of pine pellets topped with pine shavings for both my duck and chicken pens (inside a barn). The pine pellets especially are great for absorbing moisture (particularly with the ducks). As far as splinters go I mean yes it's possible, but it's also possible to get a splinter from any other wood surface your chickens are exposed to. As a kid we use to run everywhere barefoot which included jumping in the shaving piles and the horse stalls covered in shavings. What a lot of people don't know is that you can get splinters from both straw and hay fairly easily. I would take walking across wood shavings vs. a poky bed of straw or hay any day.