I had my first litters on the pine pellets - and I lost most of the babies from the dust that it turns into.
I had another tub with a couple expectant mothers - and a few days before being due to give birth, I put a very thin layer of the pine pellets down and a THICK layer of aspen on top of that. The females DO bury their babie - pile the aspen all on top of them.
I've not had a single loss since making sure that expectant moms have a lot of aspen. The ones not nursing or have 2 week and older babies will be on strait pine pellets. Newborns on shavings.