i am starting to have the same problem and don't really know how I'm going to afford the substrate bags I am having to buy cause I want to change so often..
Something I am going to try that I saw from a member on here that might help is to sprinkle a bit of some kind of a kitty litter deodorizor on the bottom of the tub first. then put some sheets of newspaper down on top of that, then put down substrate. You would think it would help and to also help with cleaning. He said that he has heard from people it can "hurt the rats" somehow, but he has been doing it for a long time now, and the rats never really make it past the newsprint anyways if he changes the substrate as often as we seem to be doing. I'll let you know if I try it and how it works out. good luck!
If you don't mind, if you find out any better options would you mind PM'ing me? I'd appreciate it! I will do the same if I find any other options as well.
Cheers,
Calen