Two years ago we pushed on and baled some hay late afternoon that we knew was not really ready...but the rain was due...never again!
It was terrifying how quickly the bales heated with just one bale on top of another. I ended up with a single layer of bales over every bit of floor space and even out in the yard.
So I would say, if you have any doubt, check, check and check again - for at least a week.