Andy used to farm - so heres what he says about the hay
Hay is usually cut in May and at that time of year the climate is slightly cool moist, not hot yet, when its hotm, its left in trails to wilt, and thats done over a few days. During which time as it deterorates, it starts to get heater...with heat, moisture and our current climate, its an ideal breeding ground for fungle disease, as well as acting asa an incubator for all other kinds of bugs can lay dormant in the hay.
Your best option is getting timothy hay from a meadow, cutting it yourself, talking it home into a clean environment...
Straw is cut and bailed within a day or so....
Equestrian centres are going to offer the best and cleanest hay by far, althought it will be more expensive. Dust free conditioned hay is what you need.
If you are really worried about your piggies, the best surefire way to make sure they dont get it, is to buy the more expensive conditioned hay, at about £8 a bag.