Hi
Unless your piggies actually have a sensitivity and react with more than just the odd temporary stuffy nose, I would strongly recommend not to worry.
The more sterile you keep the environment, the more strongly the immune system is going to respond to any nuance because it is not regularly desensitised. The problem usually happens when commercially mass bred piggies come from a fairly sterile environment into a much more complex pet home with all new better quality food their immune system struggles to cope with. Some can react unfortunately very strongly with an over-sensitivity (real allergies in guinea pigs are extremely rare).
I do not feed dust extracted hay. The only persistent case of sensitivity in the ca. 100 piggies that have passed through my life was when I switched from pet shop hay to not dust extracted but much nicer farm hay a dozen years or so ago - I had to put the sow in question and her group on a table cage above the other piggies and continue feeding her pet shop hay for the rest of her life or she would develop respiratory symptoms that resembled a throat infection. The strongest reactions seem to happen with industrially mass produced dust extracted hay, actually.
But tellingly, not a single one of my other adopted piggies from all kinds of backgrounds has ever had a problem with dusty small scale farm hay or respiratory infections. I just shake the bag so the worst of the dust stays at the bottom and goes into my compost heap or garden bin (in bad weather). It's been quite an eye opener.
The only one in this house on year round hayfever tablets is me... whatever the hay. Since I would also develop hives (urticaria), the quality of the hay doesn't matter for me.