We do. It's not as dustless as I wold like but at £4.95 a bale compared to £7-8 for shavings I think I'll cope! Its short chopped so very like shavings to muck out, very absorbant and I have used it both with horses who are mucked out daily and deep littered and it worked well.
I use bed down excel, I pay £6.40 a bale from Ingatestone saddlery in Essex. Even though it has a lemony disinfectant in it my horse will still have a munch when I put a fresh bale down.
Looks like i'll be using Dixon's dustless then as I think i can get it for 4.95 a bale which is far more in my price range than 6.40 which is roughly what shavings cost round this way.