Oklahoma Props - Hay bales and straw babies

So why use hay bales on the set?

From a craft shop I believe you can buy plastic straw to make the straw dollies they may even sell them made up.

That's a good point Logos - 'Flame retardant' props & set pieces, something that rarely happens here. 

Frankly with the warm props problems forget the hay bales, just place a hayrick or whatever painted on a back drop.

Because no matter how the hay is treated, like any hint of smoke on stage, all the coughers flare up. 

You could use RAFFIA covering  on a cardboard or wooden box. Then using white wood gue in a watered down milky solution &/or mix with paint to cover the raffia, which dries clear & will affix the raffia to hold it in place.

Flame retardent can also be mixed in as it works well with raffia & cardboard. 

This might give you an idea or even buy some;- http://www.dallaswesternparties.com/hay_bales.htm