hay ends up everywhere no matter what you put it in or on, lol. chins like to make a mess of their hay, and are rather selective on what pieces they will actually eat.
i use a metal coop cup and thick walled glass kitchen canisters (small size) for my boys. Rhino is a 'hay-messer' while Guss is relatively neat about his hay (i'm sure that will change once he's out of quarantine and in the same room as mr 'bad influence' Rhino, lol!!).
other members here use terra cotta pots, fleece hay bags, tin cans, and wooden hay mangers from what i have seen in photos.