I've sewn up a fleece hay bag for my boy. Its a big one with an opening at the bottom to pull the hay down through although Pepper likes to sit up on his shelf and pull the hay out the top. I improvised the design but its 2 layers of fleece and all seams are contained. I find this works well for my purposes, even though the opening at the bottom is a bit big (which is not bad, considering how experimental it was).