I would worry a bit about the drywall and plaster, Sandra, if they are getting much of that, but I think the newspaper is not a problem. I do not use "color" ink pages in my cages because someone told me that it could be harmful. What I'd really like is some newsprint paper with no print to be on the safe side, but I've been using the black and white with no problems and they definitely chew and shred it constantly.
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