I like to have nest boxes in very early on so the females get used to using them. They also double as a moist hide, and helps with shedding. I use moist Spagnum moss with some Vermiculite mixed in, but Spagnum alone like Tim says, is fine. Heck I remember when I first started as a kid we would use moist paper towels, and for hatching too.

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King Snakes! Who can make a better mouse trap?
Jorge Sierra