The temperature sounds ok, I think the RSPCA recommends they are kept about 16-18 C.
They probably sleep together for company rather than warmth -they are still babies and everything is new to them, so really the only thing they know is each other.
I've just started giving my GPs fleece but it's not absorbant. I use newspaper under the fleece (they don't eat it there's too much hay) or cardboard which is absorbant, and I can get a plentiful supply from work.
If you are very lucky they might choose an area as their toilet so will be easier to keep clean.
My 2 males (1 yo) rescue GPs are in for the nights now and don't like their cage .Tonight they have fleece and loads of hay. (I buy a bag a weekas I use it as bedding. Mine CBA walking to the hayrack
).
Outside I use - rubber car mats inside their wooden house.
Newspaper or cardboard depending on what I have.
Shredded plain paper then hay on top.
The box inside has a fleece blanket.
I give them a Snugglepad and a hotwater bottle. (Snugglepad in the box and hotwater bottle- in a fleece cover- buried in the hay)
The main issue (not problem !) is my GPs pee and pooh as if their lives depended on it. They 'mark' as well so there are little puddles of cloudy pee where they scent.The hay at the back has to be changed daily as I don't want them on damp bedding.I can salvage about a third some days which goes on the bottom, then fresh on top.
I'm changing the sleeping area bedding daily, the rest every 2 days. But I think that's because they are adult and uneutered boys.
Inside my boys get a bit lazy if they get too warm, and sprawl in the hay.
Enjoy your piglets, they are lovely. It's really nice finding out their favourite foods too. 
Are your girlie GPs in all the time?