This is one of my setups. I use deep all year round with great success. The substrate is anywhere from 8-12 inches deep and they generally build chambers within an inch or so from the bottom with 2 points of access. The other thing that I have noticed over the years is that they will almost always come to the top to defecate. I rarely find any down deep when I change it out.

BTW,I got criticised by the great FR for this set up only to find out that he keeps his in less than a 1/4 inch of wood chips in a plastic tub rack system.