I think burlap, twine and old bags, just plain stink.
My favorite is pine needles but I'm always out.
So I buy the pine shavings bales (for animal bedding, etc.) l mix them with cedar shavings, both sold at tractor supply stores. The cedar burns too hot, but mixed with the pine, gives good burn and a pleasant smell. About 5 dollars a bale. And for anyone having a few colonies, two bales will be enough too last a few years.
If your hessian is from a known source and new/clean, then I would use what's available. But if they have been used or from unknown sources, there are to many other safer things to burn.