One word of caution -- for the last several weeks, I've been totally unable to find pellets that don't have a strong pine odor. So be sure and check yours before putting your pigs on them.
I've had to switch back to fleece, and am very unhappy about it.
We almost had a disaster here with them. I had bought a new brand of pellets, but the first time I used them, I had a godawful cold and sinus infection and couldn't smell anything at all. It was more than a week later when I walked past the cage and realized I could smell pine. I picked up some of the pellets, and the odor was very strong.
I immediately took the pigs out of the cage and checked their feet -- all eight feet were abnormally red and irritated looking, the back feet worse than the front ones. I went back to fleece immediately, and consider myself very lucky that not only did their feet clear up pretty quickly, but neither of them had any respiratory problems.