Good advice above. I have always used hay nets. I have never had a horse get a foot caught in one, but if you decide to use a hay net you MUST tie it up correctly. Somebody at my (previous) barn had a horse injured in the stall using a hay net, so I got careful early with them.
First, I use the garbage can method of turning the hay net inside-out, in order to fill it.
I start with an overhand knot when full. Then, I run the excess rope through the metal tie ring and tie THAT to the very bottom of the net. I usually knot that twice.
My horses can eat through the bag completely and it won't sag anywhere far enough down to be a hazard.
I'm very good at de-knotting lead ropes and the like, but if you are not, you can usually get them undone with a hoof pick pushed through the center of the first knot.
I kinda like the hay bag method bc hay nets shed so much of the hay to the floor of the trailer, and a lot gets soiled that way. Still, it helps to have a few on hand.
What I'd like to do is fashion my stalls to have them eat from a hay net outside of the stall, like they do at race tracks.