Goats are notorious for this, ewwwwww dont want that bit, I had something like that last week lol
I have found a little at a time helps, ok it takes alot of time but small handfulls every 2 hrs has helped no end with one of the the fussy goats I have.
I didnt need bedding straw this year as the pen is full of wasted hay......
OR or just thought, if they are anything like goats, put the hay where they are not supposed to have it, where you think they can get to but is not in its usual place, they think they are being naughty and eat it lol