Lovelearnmore3, your cage is probably too small to keep clean very easily. A pet store cage isn't large enough for one pig, much less two. Click on the Home button above to see the cages that we recommend.
A small cage is always harder to keep clean than a larger one. If they pee and poop in one corner, and a lot of them do, then put a litter pan with carefresh there, and you can just dump the carefresh every day. Do the same thing under the hay -- put a litter box there and just empty the litter box.
Pigs will pee and poop the most where they eat and sleep. If you can figure out where those places are and put something to catch the pee/poop, it will make cleaning the cage easier.
About chewing on your fingers. Just don't let them do that. Most don't bite unless they're hurt or very frightened, but occasionally one will. I don't think it's a good idea to let any young pet chew your fingers. They get the idea that it's ok, and then when they take a bite out of you, they're very confused because you react so strongly.