Yes, it's definitely something to be concerned about. Excess urinary calcium is a contributing factor to urinary tract stones, which are painful/dangerous to your pig and your pocketbook, as they usually require surgical removal.
Your pellets should have .4% calcium or less, if you can find them. The only ones we recommend are KMS Hayloft, which have to be ordered online, or Oxbow. Oxbow currently has a higher amount of calcium, but they're changing their calcium source, which should take care of the problem.
For veggies, he needs bell pepper or another high vitamin C food daily. He needs leafy greens, such as red or green leaf lettuce. Avoid romaine as it causes calcium excretion in some pigs. For other things he can have, see
https://www.guineapigcages.com/foru...vy-Nutrition-Charts-amp-Poisonous-Plants-List for how much and how often.
What kind of hay does he get? He needs a long strand grass hay ALL the time -- timothy, bluegrass, meadow grass, orchard grass, or brome. Hay is the most important item in his diet -- it's what keeps his teeth ground down and his gut moving properly. The cheapest way to buy it is from a local farmer if you can find it, or online if you can't. You'll pay triple the price of online if you buy in a pet store, and many times what you'd pay from a local source.