Ok so currently I own a miniature horse who I have been told he can't have hay. This is due to part of his small intestine being smaller than the rest,. He has only been fed on round bales when he had the series of colics that caused him to require surgeries. Now fast forward a few years and I have seen him escape then be found on a round bale and apparently he is fine with a little bit of hay.

Chaff :) chaff was hay before it was chaff and because it's so chopped it shouldn't ball in his gut :)

I have talked to our local vet as well :)