Idk about a4 paper, I'd think this wouldn't be great at absorbing though! Newspaper is fine, and when I said paper towels, I mean like kitchen towel? Idk what you call it. Puppy pads are fine as long as he doesn't eat it!
The puppy pads will do a great absorption job so if he's not a destructive bun who chews things they're your best bet. Obviously if he eats bits, he's eating plastic.. Which isn't good at all.
Newpaper will do good, it's not gunna absorb like the pellets but it will absorb and the hay on top means he won't ever be sitting in pee etc. It works well ime! You could just try it out for a week and see what happens, can always go back to the pellets, or try something else