i don't actually have the cubes yet, hoping to pick some up in the next few days (from somewhere other than petsmart, theirs look really crappy!). i'll try the hammer and nail and see how it goes, and let y'all know if it just demolishes the cubes in the process, lol.
my dad has a nice drill press in his garage, but the garage is very 'shoppy' and there is oil and varsol aroma everywhere, so i don't know if Rhino would want anything to do with hay cubes after they are in that sort of environment.