Wow, your piggies sure seem like little trouble-makers! In order to completely avoid digging under the fleece, I suggest one of two things. First, you should clip the fleece to the sides of the cage. Like this:
That way, there is no way they can get under it. If you want to make it extra secure, measure out the coroplast so that you can fit the grids
inside the base. If you already have a cage set up, this should only take a few minor adjustments. Then clip the fleece to the sides of the coroplast and set the grids inside the base. This holds down the fleece and prevents any digging or bunching. Here's a good example of this method:
http://www.guineapigcages.com/photos.../13540/cat/fav
Since your pigs seem to love to burrow, I would suggest putting in a loose piece of fleece as a tent or just lying down, or buying some type of cozy they can burrow into.
Good Luck!