The females don't really smell, the males are the problem.
I use pelleted pine bedding called equine fresh. It's been treated to take out the bad stuff in pine, while keeping it's good properties. It's sold in places that sell horse stuff.
The bedding is really dusty, so I keep rodents in a spare bedroom, and put a HEPA filter in there, it really helps with the smell. Really. If it still smells, then shut it off, and put an air freshener refill inside where the air moves through it.
The pre-filter needs to be washed out at least once a week, so it's doing it's job just fine. Make sure you keep on the pre-filter, and make sure no air leaks past the pre-filter, or you'll have to buy a new HEPA filter too often.