It probably only looks sturdy because they have not been up there yet, give it a couple of weeks

. Although I saw on someones photo that they had a piece of wood pushed through the grid just below the second level supporting it so I'll do that if it starts to sag.
For the bedding I have used dust extracted wood shavings. I've got some soft shredded stuff that I use for the hamster but frightened to use that incase they try to eat it. What do you use?