Graham, I use auboise and agree it could be a good alternative for you. I only pay £9 for a huge bale which lasts me a good month even with daily litter box changes and my huge number of furries.
Although it looks quite sharp
http://www.equi-therapy.net/equi-therapy/care/images/aubiose-hemp.jpg its actually very soft to the touch and is much more absorbant than woodshavings. I had a similar prob in that some of my bunnies tried to eat Megazorb but the bunnies are absolutely fine on this.