as hope said...megazorb is a bit dusty. it wont change when you get to the middle of the bag either. you definitely didnt get a dodgy bag. i use megazorb for the whole cage and add some toilet paper as nesting material. my hammie can bild their nests however they like then. they have their own minds anyway
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neither of my hammies has a problem with megazorb...no sneezing or coughing. just try how you and your hammies like it and once the bag is empty you can still swap to something else