As Godofgods said it's pretty normal for the chin to be picky on which piece they want to eat, I think they have to find the perfect piece. Mine will sometimes pull all the hay out to find one piece, but luckily they will go back and eat most of it later. You can try different brands though, the best brand is what your chin will eat, unfortunately, but some of the better brands are American Pet Diner, Oxbow, Kleenmama's, and Standlee. However some people's chins love cheaper brands like kaytee, and Zupreem. You just need to find what your chin likes the most, and just look at the bag of hay when you buy it to see what it looks like since even within the same brand it can change from bag to bag and season to season.