Whats the best type of bedding for mice living in a cooler climate.

I would like it to look natural if possible kind of like the field mice displays you sometimes find at museums. I use coconut fiber for my hermit crabs but that cannot be safe because it holds moisture and would likely be eaten.

I've read up a bit on the animals and I don't have mice currently. But I'm wondering what would be the best brands to buy? and which brands to avoid?