Try DIY shops or builders yards for off-cuts of plywood. It`s easy to saw to size and all you need to do is screw four small hooks into the ends to hook onto the bars of the cage.
Plastikote or Japlac could be used to coat the wood. Pine shelving can also be used but shelves in pine are usually thick and heavy, where plywood is thinner, but still very strudy and won`t bend.