I have the same cage setup. I went with Eco-Earth (Coconut fiber substrate) because the Rosies seem to like to burrow in it more then sand/crushed walnut. I went back and fourth between the Eco-Earth and crushed walnut, and even used a divider and did 1/2 and 1/2, but the Eco-Earth seemed to be the favorite. I also put some vines on the sides (they suction-cup on) and found that Rosies will climb in the vines at night.

The cage setup you have looks great, no doubt!