Agree with above to check the weight of the bales because I have seen them anywhere from 1200-1500lbs. If you buy by the pound then its no big deal but if it is by the bale then you want to make sure your getting your moneys worth. Also I wouldn't put them on self feed unless they need it. Have found most horses that are on self feed will root throught the hay more looking for the leafy bits leaving the stock or pulling the stocky portions out resulting in more waste. Also never like to see them with their head buried in a hay bale breathing in hay dust/leaf.
I would actually like to look into some of those slow graze nets that I have seen on one site but not sure how well they would work.
Eco Nets Small Mesh Hay Nets - Eco Nets: Feeding Horses Like Nature Intended ...
Good luck finding hay and if your going to go and look at it see if you can see the field where they were baled at because if the field grass looks like it has lots of weeds in it theres a good chance the bales will as well.