There are pros and cons to both. The reasons you stated are obviously pros. But they definitely like the added security of a substrate they can burrow in. But they'll also hide under the paper towel. So it's really up to you. There's no one "right" way. If the paper towels aren't working out, switch it up. But yeah, whatever works best for you and the animal. Certainly nothing wrong with either option.
Okay, thank you for your insight
I think I'll stick with the paper towels for now, but I'll pick up some aspen to have on hand just in case