I use a heavy duty fishing net that I got at an estate sale for ten bucks. It's made out of the same material as some of the hay nets it just came in a different shape that takes a bit of maneuvering to get on snugly. If you need several it may be cheaper to make your own instead of buying pre made ones specifically for hay.
This website has a lot of different suppliers and notes about each one telling how durable they are etc. Most of them are for squares but there are some rounds in there too. Hay Net Comparison Chart - Paddock Paradise Wiki