I don't feed round bales, but I do use small mesh hay nets.
Do they hold up? I have used my Freedom Feeder on and off for a couple years (on trips and occasional stalling) and I recently got a small mesh hay net from Smartpak and have been using those only for my two horses for the past 4 months and no damage.
Did they really slow your horse down? Yes they do.
How easy are they to use? Not the best to fill up.. you have to open up the drawstring (or with my Freedom feeder, unclip the top), stuff hay, then hang up.
Do you recommend them? Absolutely.
What did you like the best about the net?Very minimal hay falling on ground and extending eating time.
What did you like the least? Filling them up.
As for round bales, I would get a big round net the width of a round bale with 1x1 inch holes (a big hockey net spread out flat maybe?) for the top of the bale, and then build a "pen" for the round bale that goes up at least a couple feet (I would recommend sinking 4x4's into the ground in a semi circle shape and put a little concrete in with them, and then nail planks along the sides, 2x8's would be great). Then, put hooks (the twist-in screw eyes would work) along the outside of the bale pen, put the round bale in the pen, put the net over the top of the bale, clip clips to the net and clip those to the outside hooks. If you don't have a way to lift the bale up over the "pen fence" you could put a wooden door along the side. I think that would help the problem with getting the bale in the hay net- just make sure the bale pen doesn't go up too high otherwise the horse won't be able to eat the bottom part of the bale.
“Good things come to those who wait… greater things come to those who get off their ass and do anything to make it happen.” - Unknown