I found I do have an unopened bag of pellets when I went to feed the rats tonight (opened bags get transferred into a separate container). It is America's Choice brand, and says something along the lines of "multi screened to reduce dust" on the bag. So I guess it is a pretty good brand. I don't have a whole lot of choices of feed stores here in the NoVA/Washington DC area anyway. The reason I can no longer get Equine Fresh is because the feed store I got it at (actually a small chain with about 5 local locations) went out of business.

I'll try using a mix of shavings and pellets for a while and see how that goes. It is comforting to know people are doing that without having babies die like they do on pellets alone. Thanks for all the replies!