Yes, I have one that makes a huge mess if not on a large deep bed. With a deep bed the poo falls down and then is contained in nice piles ready for me to find. If the bed is too shallow or compact it sits on top and then gets mashed into oblivion - nightmare to then pick up. I bed both of mine on at least knee deep straw. I use a lot less straw this way too as it stays cleaner.
I find it is easier to keep clean (and less stinky) if there is a layer of something absorbent under the straw. I use miscanthus, you could use chopped rape straw or wood pellets, but that is where the wet stays so poos can be shaken out of the straw. I think straw is warmer too.