. In the last week, we've discussed several different kids of bedding that cover just about all the possibilities. You can use whatever you want. Pick one and try it -- you're not signing a lifetime contract for it. If you don't like it, never buy another bag of it, and try something else.
My general recommendation about fleece is that because it requires an upfront cost that the others don't, and because many people wind up re-doing their cages a few times before they wind up with something they're satisfied with, is to try fleece last. Because if you cut or sew it to fit your cage and then change the cage configuration, it may not work. Wait until you're sure you like your cage before doing fleece.
As far as pellets are concerned, you use them the same as you use any other litter. Clean the cage, pour the pellets in to a depth of 1/4 to 1/2 inch. Put some pads down for your pigs to sleep on. That's it. Dead easy.