I am a little late on your post!
Good luck for Shelby! I hope all goes well with her and you get a happy healthy piglet!
About fleece, I tried fleece and found the best things for under it were
Puppy Pads.....the self stick ones for puppys so they dont move. Stick it to the bottom of the cage, I use 2 and then I put a layer of towels (cheap dollar store brand) and then the fleece
Right now I am using Critterfresh (walmart carefresh) until I can get some fleece of the right size for my new cage.
That was the system that worked for me.
Good luck with your little babies!