I would suggest this cage. It meets the requirements, the sides are safe and there are no wires.

Amazon.com : Tespo Pet Playpen, Small Animal Cage Indoor Portable Metal Wire Yard Fence for Small Animals, Guinea Pigs, Rabbits Kennel Crate Fence Tent, Black, 12 X 12 Inch, 12 Panels : Pet Supplies

That's really their intrinsic behavior, so you can't be mad at them. But you can do things to mitigate...

1. Use heavy duty packing tape over your baseboards. It might take the paint off when you remove, but painting is better than replacing baseboard.
2. I tried spraying with a water bottle, but it just gets them mad and even if they stop, it's only temporary. They will go back to it.
3. Put two-by-fours around the room, so they chew on those instead of the baseboard.
4. Line the area with these plastic panels on Amazon. Tespo Pet Playpen, Small Animal... https://www.amazon.com/dp/B075ZKHJX1?ref=ppx_pop_mob_ap_share

I know most of these don't help if you're buns are full free roam like mine are. Every baseboard has been chewed in my whole house. I've just accepted it.

Here’s the smaller version that’s in stock Tespo playpen small