I use'd an old rubber muck bucket that the handle broke on, I cut the broken one off and clipped the good one to the wall and duct taped it (so no feet could get caught in the handle). Then I cut a hole at the bottom of the bucket. I put the hay in a small hole hay net and the hay net in upside down in the bucket, I pull the drawstring for the net through the small hole at the bottom and tie a big knot so the horse can't pull the net out. So now she can kick or paw it but the rubber will just bend and collapse, and can't easily pull the hay out.
This helps a ton with my fatty mare :)