I bought Spanish Moss from a florist and dried it thoroughly in the microwave. They seem to like it, but haven't quit tearing up the newspaper on the floor of their cage...even after I gave them handfuls of paper from our paper shredder. Along with all the Spanish moss, all the shredded paper found its way into their nest box too. It's getting crowded in there, but the eggs seem to be sitting nicely in their round "bowl shaped" area.
It's interesting to me that she chose to brood right in front of the nest box opening and not farther back into the box. The top of the box is hinged and lifts up.