When wet, they break down into wet sawdust. Your litter is your choice, but try the others and see what you think. Dust-free is much healthier for you and your ferrets. The clumping type is to be avoided. Non-clumping kitty litter is fine.
Recycled newspaper is good, but expensive.
It also can cause eye irratation. Absorbs much more too and is easy to clean. Most pet supply stores have it too. Hope this helps.