HI I have two blueys and use bark from bunnings. I cook it in the oven for 20 mins at 200.C
They love to dig down in it and bury themselves and they have a turtle log hide each.
I used to use newspaper but switched to astro turf - it looks great. Doesn't give them anything to burrow in though, so have plenty of hides and fake plants for them to hide under. Easy to clean too, which helps.
In my indoor enclosure i use aspen shavings, they absolutely love and i just pile it up at one end and let them burrow . I have astro turf underneath so the aspen is at one end in a pile for them...