I use fleece, with toddler bed wetting pads underneath! and only need to change it once a week, but I also but a tray under the hay with shavings and hay in and they do a good portion of their business in there for me to change more often, I sweep the rest with a dustpan and brush daily as I was using a handheld hoover but it kept clogging with poo!
When changing I carry the bedding into the garden, shake the poos into my compost bin then shake the fleece out well to get rid of stray shavings and hay.
I have a new, lovely 8kg washer that I am very careful about clogging up, so I use an old duvet cover and button up the end with the fleece and beds inside, then knot the top as well, I wash with bio and some white wine vinegar.
Once washed I hang them on the line for a day or two to get any remaining bits of hay etc off and give them a really good air- they don't smell at all.