This is actually exactly what I'm doing. I bought the pellets, but didn't want the mice to not have anything to nest in or bed down in. I have a ton of aspen for the snake tubs, so I just throw a handful or so on top of the pellets, mostly where their hide goes, and they nest on it.

I also throw in a bit of shredded paper... they grab all of that, and almost all of the aspen and drag it into their hides of I don't put it in there in the first place. I do like that the combo seems to help with the smell as well.