What kind of litter are you using for them?? the pine shavings, if you are using that, will maybe make them itch. I have rats and i don't use that pine shavings anymore. it's bad for their respiratory systems. I get this litter that is made from recycled newspaper (Yesterdays News) and i don't hardly clean out their cages at all. Maybe once a month or longer.
I have read that the pine shavings will have mites and stuff in there so maybe that will solve your probelm.
Good luck!