This time of year the grass has little food value, if they are eating the hay, good, theres more goodness in it than the grass at the moment. never mind your neighbours, maybe they are doing it wrong? are your sheep pregnant or at tup then hay plus maybe block plus some dry food supliment might be needed. mine are getting that and have been for a month, and will through lambing, but i have hill sheep and am further north than you. its very unlikly that your sheep will get fat if you are not feeding dry supliment of sugar beet or oats or both, its the inappropriate over feeding of this that makes sheep dangerously fat. thinking about it a small square bale is not a lot for 20 sheep, thier demand will only increase through the winter. i think its a good sign they like your hay you either made it well or bought wisely.