They should have access to unlimited amounts of hay. If they eat a handful a day, give them more. You don't need to stick a whole bale in there, but there should be more than enough for them. Some chins eat more hay than others, so it depends on the chin. A handful a day is all my chins need. If they eat all of it, give them more.
Also, sometimes if the hay is in there more than a day, my chins won't eat it cause it isn't fresh enough.
As for the hay everywhere.... that's just how it is. I have it on the floor, on their cage floor, in their hammock, on my clothes, there's nothing I can do about it. Some people use fleece hay bags and they like how they work better, but it's up to you