The usually don't like nesting material, but it's better for the chicks' leg development if there's some in there.
In the wild, they live in huge flocks and nests are in high demand and reused. So there's a strong instinct for them to kick out any nesting material present in the box when they move in - they see it as the previous occupants' nest material and remove it for disease prevention. This isn't a problem in the wild as the nest hollow usually has a naturally rough surface, and the female will also chew on the inside of the nest to make her own wood shavings.
With a plywood nestbox, this can be a problem; eggs can roll into the corners where the hen can't sit on them, and babies learning to stand may slip on the plywood and develop splay legs. Most good nestboxes will have a slightly rounded bottom to keep the eggs in the middle, so you just have to worry about keeping the babies from slipping.
There are several options you can try to get some bedding in there for the babies. One is to give her things she can chew to shreds, like she would if it was a nest in a tree hollow. You could try putting some small pieces of balsa wood or yucca wood (bird kebob toys) inside the box for her to chew. Or you could lay a few sheets of newspaper in the bottom of the box for her to shred up as well.
Another option is to wait til eggs are laid and they are incubating well, and then sneak in the shavings, a pinch or two a day, so there's a layer on the bottom by the time the babies are ready to stand.
And a third option is to just use a tool like a Dremel to rough up the bottom of the nestbox.