As to hay, my Kunes eat it and straw.
My OSB too, and she eats grass too. I am talking proper taking-a-good-mouthful-and-slicing-it-off-and-chewing-it eating, not just rootling and general messing on.
I'd never thought of giving her hay till someone mentioned it on here, then because I know she does eat grass, I gave her some hay last winter and she clearly enjoyed it. I fed her a bit of hay each day when the ground was frozen.
When I give her fresh straw bedding, if it's really nice green straw, especially if there are still some heads on, she eats some first and then kicks it around and makes her bed.
Maybe it's a breed thing? The more traditional, free-ranging types eat more forage than the commercial, more usually housed, pigs?
I think the apples, pears, acorns etc. will flavour your meat more than just pellets. I've heard of someone who gives their pigs a drop of scrumpy cider every day a few weeks prior to slaughter, they reckon you can taste it in the meat!
I will say again, that I always want apple sauce with roast pork (or pork chops, come to that) but that I never felt the need for a seperate apple sauce with meat from Gaby, who had had copious quantities of windfall apples in her last couple of months.
I have now, in the last 12 months, eaten home-reared pork from three different producers. The best flavours were from the two who fed a lot of veg and fruit along with pellets (and in one case, whey and potatoes too) to their traditional breed pigs (1 OSB and 1OSBxGOS.) The third was from a Welsh pig which had had only what they found in their overgrown pasture / paddock, plus cabbages and pellets. It was still very nice, but not as tasty as the other two.