Tissue box filled with hay- hopping into the box?

We have a large tissue box that we've filled with hay for our newcomer, who we've had a week. Normally, we just piled the hay in a large heap in the corner, but he seems to like the challenge of sticking his head in the box and fetching it out. Recently, though, we changed his hidey house to a more open one- a wooden shelter as opposed to a pigloo so we'll have room to cute the pigloo's opening to make it larger. He's a bit scared still, because he's new and in quarantine, but he seems to like it.

Now he's taken to shoving the offending hay out of the way and sitting on the rest in the box, thoug. I tore the opening to make it so we could get him out (he was pretty deadset on sitting in there and munching at his lesiure). Now he's done it again, though, this time during floor time. He just sits in there and chews. I can't figure out if he's scared and wants to hide or if he's simply a silly piggie who's really hungry. Anyone seen this before? Is this normal for a piggie?

He's still eating it all, but I don't want him to soil all the hay!