First of all, always have one more pile/net/feeder out than you have horses, so the chased one gets his fair chance, as far apart as possible.
As for the barn, as Smilie said, either remove the dividers completely or open up one half of each so the pony can escape. My dividers are made with panels that I can fold back against the wall and just pull forward if I need to stall them. I also had, in a previous barn/run- in, only half of the divider fixed, the other half could, again, be folded back against the wall.
I'd say nets, preferably slowfeeder nets, are your best bet for keeping the hay from going airborne. If you have trouble filling them, a trash can, nets folded over the edge, makes it really easy.