Hay is an excellent option for gerbil bedding. It is pretty much what they would use in the wild, and provides them with something healthy to chew on too. Many owners say it makes their gerbils’ enclosure smell fresh, too - the hay is quite fragrant, so it can mask other cage odours.
Hay is good, and in conjunction with other bedding materials it's even better
Hay is best used in combination with other bedding material, such as wood pulp. Gerbils can use they hay when they’re burrowing into the other material to support their tunnels and nests.