The parakeets dont build next in the wild like many birds.They inhabit tree hollows and shred up bark and leaves to line the nest.The shredding also helps to grind down their beak with grows like our fingernails-
This is very typical parakeet behavior
I have a couple ideas....
Birds use their beaks much like we do our hands. It could be as simple as them being bored. They are usually active and need lots of toys with a variety of textures including foot toys to keep them busy.
Another idea is that they often forage on ground and since you probably keep their cage clean they don't have anything to forage so they use the paper instead. They make their own so to speak.
Parakeets can stand more seed than other species but still need a variety in their diet.
Birds often suffer from Fatty Liver Dz. if given too much seed.
Make sure the diet you are offering meets their requirements to be healthy.
There is a really good website...budgieworld.net I think is the web address it could be wrong. But the site offers alot of good info.