It's a "general" rule that if your pellets are alfalfa based, to feed a timothy hay. Alfalfa is a lot higher in protein than timothy, and if your pellets are alfalfa based, that's a lot for a chin to handle.
There are people who will say it makes no difference, and others who will say it does. I tend to stick with timothy hay, but I do that with my horses as well. I've had a couple horses that founder and they just can't take the alfalfa, so timothy or brome (grass type hay) works out much better for them.
There are other types of hay that aren't so high in protein that you can offer your chins, and I'm not sure he'd care either way for a treat of alfalfa over the others. If you want to give him some alfalfa, I wouldn't give more than a very small handful once or twice a week.
