BP's will burrow in substrate like aspen, coco husks, etc. and will burrow in paper substrate (get under paper towels or newspaper) as well when they want. or it may be a security and hide issue. are your hides correctly sized? also if you're if you're worried about the temps, lower the setting on your thermostat.
u can use a blow dryer to finish off heating your rats. it will dry and heat it at the same time.