I would go with hay pellets or cubes. Wet them down before your ride, so there's just enough water to coat everything thoroughly. After your ride, fluff it up and let him enjoy! If you feed grass hay or timothy, I'd recommend alfalfa pellets. If you feed alfalfa or alfalfa mixed hay, then I'd go with alfalfa/timothy pellets.
You can add a fat supplement to help with weight gain too, if he's not getting one already. Something like milled flax or stabilized rice bran. Plain corn or soybean oil will work too, if you're on a budget. 1/2 - 1 cup of the flax or bran, 1/4-1/2 cup of the oil.