One of my female Russians has been eating her substrate. I don't get it??? She's been doing it for a few months now. She eats her greens, although she's backed off, right now, because it's winter, but why the substrate?

It depends on what it is? If you are using reptiturf or another pelleted substrate, this could be the reason. Russians are very greedy and will eat anything that is edible. Most of these pellets are high in protein if eaten, so you need to change to soil, which he can dig into.  How are you keeping him other than this? Greens are not a good idea as most are high in oxalates, which will prohibit the uptake of calcium to the bones.