What I have done is use a grated litter pan, and put the horse stall pellets beneath it (on top of an absorbant pee pad). I have really found a grated litter pan works well for my bun, because 1. it doesn’t hurt her feet and 2. she isn’t walking on her own dirtied litter. I use one called Petmate Arm & Hammer Large sifting litter box – however, it has gotten really expensive in the last few years (they are usually about $18 now which is really costly.) So I’ve been trying to find a decent, less expensive alternative (I recently bought a grated litter pan by Van Ness, but the holes/openings in the grates look a little larger, so I’m skeptical of it, if it will be as comfortable for her). That said, the arm & hammer is a great litter pan and I’ve been buying them for years. (The other pro is that it has walls, so she doesn’t pee over the side which had been an issue for me with her.)
Wetting horse stall pellets: I can’t speak to how effective it would be if they were wetted first – I’ve never done that. They can only absorb so much moisture, as far as I know. I’m not sure how much? I hope someone else can chime in here. P.S. it’s really nice that you’re trying to make things more comfortable for your bun. I know they will appreciate that.
By the way, about grated litter pans if you ever decide to go for one, be really sure to clean it well daily. As in, the grated part, whenever I clean her pan, I make sure to wipe off any urine left on the grating, and dry it off. Their urine is very acidic and it will eat through the plastic if you don’t do this. I have read people suggesting to wipe the grating off with vinegar, but I have never done that, because I wasn’t sure if the smell out be too strong for her, or if she’d lick it or something.