Are you sure it's allergies? Has the chin been to the vet to confirm or at least rule out other possible issues? Things like sneezing, runny nose, watery eyes, and itching and all be caused by other issues.
I've never had any chins with allergies, but the most common things I've heard are chins allergic to human body sprays, shampoo, soap, lotions, etc, if you use fleece and use detergent when washing them, pine shavings, and unfortunately chins can be allergic to timothy hay. It could just be the hay dust or pollen though so different brands might not be as bad (just like with people that are allergic to it) as well as shaking the bale of hay out outside to reduce the amount of dust and pollen before bringing it inside. In the case of timothy hay allergy those people found orchard hay seems to work for them.