Straw isn’t a suitable bedding for piggies as it is too sharp and not edible, so it’s good you are looking to move away from it.
Mine live in my shed and they have a hutch in there as well. I use aubiose or megazorb as the absorbent layer and then top it with hay. It does use a lot, but it is the best thing for outdoor piggies to snuggle into and keep warm. Very thick hay beds including hay stuffed inside hideys with heatpads underneath them are used in winter. There is always going to be a lot of hay use and hay wastage with outdoor piggies as a lot of it is needed to keep them warm.