Wait and see how they get on with it first. I thought mine would devour his bed when I put him on straw but actually he has a little nibble on it then leaves it alone.
There is a product called 'Stable Fresh' which if sprayed on is intended to stop consumption of bedding..... mainly used for stopping the stink of urine though.
At least you would know its safe and wont burn horses mouth....Its only 8.75 for a huge container (5litre i think) at my local feed merchants so as cheap as jeyes and you dilute it 99 parts to one so lasts ages, less dilution for bed chompers though!!!
i always thought that jeyes fluid was to disinfect the stables never to put on the bed i dont think it will stop them from eating it though not sure though i wouldnt think that it was safe to spray it on the bed then they ate it!!