I like coconut coir or even plain dirt for Russians. But age plays a big deal. For hatchlings that need a higher humidity coir is better then dirt for holding humidity in my opinion. However, I only have an older Russian, not a hatchling. Read Toms threads under the Russian section. Two care sheets, one for hatchlings one for older. He most likely will mention the best substrate to use for the ages.
They sell some landscaping stuff that they might label as "coco bark" that is toxic. Coco coir, coco fiber, Bed-A-Beast, Eco Earth, and even coco chips are all fine, but make sure the product you are considering is some sort of ground up coconut husk fiber, not shells from cocoa plants.
Orchid bark works best for adult russian in my experience.