I always didn't like hay nets for the same reason as Clava, I think. If put down low where a horse should be eating from, then there was a risk of getting entangled in the net. To eliminate that risk, the nets would be placed high and then the horse would be eating at shoulder height which is not good for them.
However, having looked at the link provided, I like some of the ideas! Especially the pillow -- closed on one side and netted on the other. I might roll that one around in my head to see about how to make one myself for 1/2 square bale size -- put two out and let my girl work a bit. She's turning into a bit of a tub :) Plus, it sure would be nice for travelling.