I use unscented pine shavings in the nest box. It cushions the babies pretty well and makes it easy to clean out the box. They usually sell them in the hamster/small animal section in pet stores.
It could be the hen is not quite ready to start a clutch. What color is her cere? When she's in breeding condition it will be a dark brown color. Also, how affectionate is she toward the male? Does she let him preen her?