If you're going to be feeding larger quantities than a couple of treats here or there, I would soak them. It'll cut down the risk of choke significantly. Since they are so dry, if the horse doesn't chew well or bolts them they can cause choke on them pretty easily, in my opinion.
Soak them.. choke is a very real possibility with cubes. Would be better honestly to get alfalfa pellets. Then your BO/BM won't have to take the time to soak them, and would be much easier with the pellets.
Coastal (Bermuda) is generally pretty good hay.. whats up with not wanting that?
He is not used to alfalfa hay, he gets coastal. I just thought maybe it would be a more economical and easier to use solution, rather than getting T&A hay and hoping someone else will feed it to him. They throw the coastal twice a day and I have no reason to think that they would 'forget' that he has T&A...I just couldn't be sure because I am not out there everyday