Conventional wisdom says that coffee grounds should not be more than 25% of the food in the bin. A lot of us go against conventional wisdom every day and have success. You may just be the exception to the rule.

Pine shavings will work as bedding, but they decompose too slowly to be used exclusively. At least that is what I think. You could set your bin up and prove me wrong.

In your situation I would set up a more conventional bin, let it get established, then slowly add pine shavings and coffee grounds and see how it goes. If the worms don't like it, they will let you know.