Most beddings are kiln treated to destroy any parasites that might be present. Mites normally occur from adding an animal to your collection that has mites either visible or in the larval stages. You can also transfer mites by coming into contact with infected animals and then touching your own, or their enclosure. Simply bringing bedding into your enclosure makes no difference.
However, one thing to be cognizant of is that deep, warm, damp substrate is a preferential breeding ground for mites and other parasites. So if you do happen to bring in mites to your collection, you will likely need to switch to paper towel, or some other less porous bedding while treating for the mites.