First: breath, calm down. There a lot of debate regarding glider care, and at the end it is your choice what you do.
First the grate.
Both the vet and the breeder are right. HOW? Well, because the grate can be a hard landing, and while it may not break their feet, it could hurt them some. But they should not have access to their poop and rotten food they may have thrown around and was left on the bottom. This is what I do, if you choose to follow a similar example. I buy mesh, like the mesh you use to protect the plants in your garden, and cut a square that will perfectly fit over the grate with zip ties. I got this idea from my breeders that realize the situation and did this in order to make their landing softer. I didn't know until they told me, but sugar gliders can get arthritis, and this helps diminish it and keep it at bay for longer.
Now for the bottom of the pan, it is your choice if you wish to use some kind of bedding or none; as long as you clean it often it should be ok, and don't use pine shaves (it is toxic for them). If you are going to use bedding, just don't fill the pan to high, so they can't reach it. What I personally use is Yesterday's News, which is very cheap and safe, it is only rolled up newspaper; you should be able to find it at any petstore.
Now, wheels.
Here in the gliderpedia is a list of safe wheels:
www.sugarglider.com/gliderpedia/index.asp?ExerciseWheels
Another one that is not mentioned there is H-wheel that have a speed control. You can learn more about it here:
www.humbertossugargliders.com/H-WheelFAQ.html
Gliders pee and poop while on their wheels, if these have a solid track, this mean that when they run they could get bathed with their own poop and pee; and the wheel is also harder to clean. But your vet is right in regards to the moving parts, because a tail or feet could get trap there and your gliders could suffer a terrible wound.
Hope this is helpful.