I recently set up my first C and C cage!
I got the grids from Wayfair (£29.99) and the correx from a local sign shop (literally a few properties down the road) - £20 for 8x4.
In terms of bedding, I use Aubiose and meadow hay, with fleece up the ramp and on the equivalent of one grid floor space at the top of the ramp. The piggies tend to prefer the Aubiose to fleece, not sure if that's because it's what they're used to but they definitely love rummaging around in all the bedding on the 'ground floor' which fleece doesn't give them, although I appreciate that a hay tray would, but I would need 4 to avoid disagreements! I don't find Aubiose particularly messy, my correx goes 3 and a bit squares up the side and occasionally some will be sprayed out over the side when someone zooms off, but on the whole, it's pretty tidy!