Interesting but by no means new. In the office this morning I noticed a big bag of shredded papers (not torn up but mechanically shredded). I bet this would make a good substrate for several reasons. First, its free if you have a shredder in your office. Second, it gives good burrowing possibilities. Third, it should hold heat pretty well with warmth getting trapped in air pockets.
I havent tried it since I use Repti-Carpet type stuff but its something simple to consider.

